+33.0%
BLK vs WAT
-3.5%
+36.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +1.1% |
| 7D | -3.3% | -0.3% | -3.1% | -3.2% |
| 30D | -6.5% | -1.9% | -4.6% | -6.0% |
| 3M | +6.7% | +13.5% | -6.8% | +2.1% |
| 6M | +14.7% | +37.2% | -22.5% | +2.0% |
| YTD | +2.5% | +7.5% | -5.0% | -1.5% |
| 1Y | -2.8% | +35.0% | -37.8% | -14.6% |
| 3Y | +65.9% | +55.1% | +10.8% | +29.5% |
| All | +33.0% | -3.5% | +36.5% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling