+272.4%
BLK vs WM
+309.5%
-37.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | -2.7% | -1.2% | -1.5% | -2.0% |
| 30D | -4.8% | -4.5% | -0.3% | -2.3% |
| 3M | +6.5% | -2.2% | +8.7% | +7.1% |
| 6M | +13.2% | -11.5% | +24.6% | +20.0% |
| YTD | +1.8% | -0.7% | +2.5% | +0.3% |
| 1Y | -1.0% | +0.3% | -1.3% | -3.4% |
| 3Y | +66.0% | +44.2% | +21.8% | +22.0% |
| 5Y | +31.2% | +51.6% | -20.4% | -8.4% |
| All | +272.4% | +309.5% | -37.1% | +43.7% |
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