-1.6%
BLK vs WM
-0.1%
-1.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | -5.2% | -3.1% | -2.0% | -5.3% |
| 30D | -7.0% | -5.3% | -1.7% | -7.3% |
| 3M | +5.7% | -4.2% | +9.9% | +5.7% |
| 6M | +11.0% | -8.1% | +19.1% | +11.4% |
| YTD | +0.9% | -1.4% | +2.3% | -0.5% |
| 1Y | -1.6% | +0.2% | -1.9% | -4.2% |
| All | -1.6% | -0.1% | -1.5% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling