+33.1%
BLK vs WM
+53.3%
-20.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | -2.9% | -0.9% | -2.0% | -2.6% |
| 30D | -3.6% | -4.3% | +0.7% | -2.2% |
| 3M | +10.1% | +0.8% | +9.4% | +9.3% |
| 6M | +15.3% | -10.8% | +26.0% | +19.6% |
| YTD | +3.5% | -0.1% | +3.5% | +2.2% |
| 1Y | +0.7% | +1.0% | -0.3% | -1.2% |
| 3Y | +68.7% | +45.1% | +23.6% | +32.4% |
| 5Y | +33.1% | +52.1% | -19.0% | -1.8% |
| All | +33.1% | +53.3% | -20.2% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling