+316.2%
BLK vs WM
+331.3%
-15.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.7% |
| 7D | +3.9% | +1.2% | +2.7% | +3.2% |
| 30D | +14.1% | +15.2% | -1.1% | +5.1% |
| 3M | +5.3% | +8.3% | -3.0% | +0.3% |
| 6M | +12.6% | +13.1% | -0.6% | +3.7% |
| YTD | +15.5% | +12.5% | +3.0% | +5.7% |
| 1Y | +13.6% | +21.8% | -8.2% | -1.2% |
| 3Y | +95.6% | +48.8% | +46.8% | +43.0% |
| 5Y | +41.4% | +62.1% | -20.7% | -4.3% |
| All | +316.2% | +331.3% | -15.1% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling