+1,101.3%
BLK vs WU
-22.3%
+1,123.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.3% | -1.7% |
| 7D | -2.7% | -4.9% | +2.3% | -0.2% |
| 30D | -4.8% | -1.3% | -3.5% | -4.3% |
| 3M | +6.5% | -3.6% | +10.0% | +5.9% |
| 6M | +13.1% | -24.3% | +37.5% | +26.9% |
| YTD | +1.8% | -21.1% | +22.9% | +11.2% |
| 1Y | -1.0% | -10.3% | +9.3% | +0.1% |
| 3Y | +66.0% | -28.4% | +94.3% | +83.0% |
| 5Y | +31.2% | -51.2% | +82.5% | +73.0% |
| 10Y | +278.5% | -39.6% | +318.2% | +320.5% |
| All | +1,101.3% | -22.3% | +1,123.6% | +921.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling