+33.0%
BLK vs WU
-51.3%
+84.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -3.3% | -3.5% | +0.2% | -2.2% |
| 30D | -6.5% | -2.9% | -3.6% | -5.7% |
| 3M | +6.7% | -2.3% | +9.0% | +5.9% |
| 6M | +14.7% | -25.4% | +40.1% | +25.3% |
| YTD | +2.5% | -21.2% | +23.7% | +9.3% |
| 1Y | -2.8% | -8.9% | +6.1% | -2.7% |
| 3Y | +65.9% | -29.0% | +94.8% | +79.4% |
| All | +33.0% | -51.3% | +84.4% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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