+33.0%
BLK vs WTW
+42.0%
-9.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | -3.3% | -5.7% | +2.4% | -0.9% |
| 30D | -6.5% | -7.3% | +0.7% | -3.6% |
| 3M | +6.7% | +21.5% | -14.7% | -2.2% |
| 6M | +14.7% | +9.6% | +5.1% | +9.1% |
| YTD | +2.5% | -3.3% | +5.8% | +2.6% |
| 1Y | -2.8% | -6.1% | +3.4% | -1.2% |
| 3Y | +65.9% | +61.8% | +4.0% | +15.6% |
| All | +33.0% | +42.0% | -9.0% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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