+13,071.1%
BLK vs WAT
+1,229.2%
+11,841.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.4% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | -3.1% | -1.0% | -2.1% | -2.9% |
| 3M | +10.7% | +10.9% | -0.2% | +7.2% |
| 6M | +15.9% | +33.2% | -17.3% | +5.7% |
| YTD | +4.0% | +6.1% | -2.1% | +0.8% |
| 1Y | +1.3% | +30.2% | -29.0% | -8.0% |
| 3Y | +69.6% | +52.9% | +16.7% | +43.4% |
| 5Y | +33.8% | -5.1% | +38.9% | +28.4% |
| 10Y | +276.2% | +152.6% | +123.5% | +173.2% |
| All | +13,071.1% | +1,229.2% | +11,841.9% | +7,407.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling