+5,179.9%
BLK vs WTW
+1,102.0%
+4,077.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | -3.3% | -5.7% | +2.4% | -0.4% |
| 30D | -6.5% | -7.3% | +0.7% | -3.0% |
| 3M | +6.7% | +21.5% | -14.7% | -3.8% |
| 6M | +14.7% | +9.6% | +5.1% | +7.7% |
| YTD | +2.5% | -3.3% | +5.8% | +1.5% |
| 1Y | -2.8% | -6.1% | +3.4% | -2.5% |
| 3Y | +65.9% | +61.8% | +4.0% | +22.5% |
| 5Y | +33.0% | +42.7% | -9.7% | +4.8% |
| 10Y | +281.2% | +197.2% | +84.0% | +100.0% |
| All | +5,179.9% | +1,102.0% | +4,077.9% | +1,753.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling