+14,595.6%
BLK vs WM
+2,170.2%
+12,425.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +5.2% | +1.2% | +4.1% | +4.7% |
| 30D | +12.9% | +13.7% | -0.8% | +6.1% |
| 3M | +8.6% | +5.2% | +3.4% | +5.7% |
| 6M | +13.9% | +11.2% | +2.7% | +7.4% |
| YTD | +16.1% | +9.4% | +6.6% | +9.6% |
| 1Y | +15.3% | +20.4% | -5.1% | +3.9% |
| 3Y | +96.5% | +44.7% | +51.8% | +59.2% |
| 5Y | +43.8% | +58.5% | -14.6% | +10.9% |
| 10Y | +316.8% | +326.4% | -9.6% | +105.5% |
| All | +14,595.6% | +2,170.2% | +12,425.4% | +4,557.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling