+33.0%
BLK vs WWD
+184.1%
-151.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.3% | +1.1% |
| 7D | -3.3% | -2.6% | -0.7% | -2.4% |
| 30D | -6.5% | -6.9% | +0.4% | -4.2% |
| 3M | +6.7% | -13.0% | +19.8% | +11.4% |
| 6M | +14.7% | -12.5% | +27.2% | +18.8% |
| YTD | +2.5% | +11.8% | -9.3% | -4.0% |
| 1Y | -2.8% | +41.1% | -43.8% | -18.0% |
| 3Y | +65.9% | +163.1% | -97.2% | +2.2% |
| All | +33.0% | +184.1% | -151.1% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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