+33.0%
BLK vs WSM
+175.3%
-142.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.3% |
| 7D | -3.3% | -0.5% | -2.8% | -3.2% |
| 30D | -6.5% | -7.7% | +1.2% | -4.4% |
| 3M | +6.7% | +3.8% | +3.0% | +5.3% |
| 6M | +14.7% | +22.7% | -7.9% | +7.5% |
| YTD | +2.5% | +28.0% | -25.5% | -5.2% |
| 1Y | -2.8% | +12.7% | -15.5% | -7.1% |
| 3Y | +65.9% | +231.3% | -165.4% | +6.3% |
| All | +33.0% | +175.3% | -142.3% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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