+33.0%
BLK vs WCC
+224.0%
-191.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +0.5% |
| 7D | -3.3% | +1.5% | -4.8% | -3.8% |
| 30D | -6.5% | -2.1% | -4.4% | -6.2% |
| 3M | +6.7% | +3.8% | +2.9% | +4.5% |
| 6M | +14.7% | +35.0% | -20.2% | +2.3% |
| YTD | +2.5% | +46.4% | -43.8% | -11.2% |
| 1Y | -2.8% | +63.0% | -65.8% | -19.2% |
| 3Y | +65.9% | +133.9% | -68.1% | +14.7% |
| All | +33.0% | +224.0% | -191.0% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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