+13,071.1%
BLK vs WWD
+10,739.3%
+2,331.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.1% |
| 7D | -2.4% | +0.8% | -3.2% | -2.7% |
| 30D | -3.1% | -6.4% | +3.3% | -0.8% |
| 3M | +10.7% | -5.6% | +16.3% | +12.1% |
| 6M | +15.9% | -9.1% | +25.0% | +18.5% |
| YTD | +4.0% | +12.5% | -8.5% | -2.6% |
| 1Y | +1.3% | +41.3% | -40.1% | -13.8% |
| 3Y | +69.6% | +170.2% | -100.7% | +10.0% |
| 5Y | +33.8% | +192.5% | -158.7% | -17.3% |
| 10Y | +276.2% | +476.9% | -200.7% | +67.6% |
| All | +13,071.1% | +10,739.3% | +2,331.9% | +3,109.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling