+12,674.7%
BLK vs WY
+155.3%
+12,519.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | +0.4% |
| 7D | -5.2% | -3.7% | -1.5% | -3.4% |
| 30D | -7.0% | -11.3% | +4.3% | -1.6% |
| 3M | +5.7% | -8.1% | +13.8% | +9.4% |
| 6M | +11.0% | -7.4% | +18.4% | +14.2% |
| YTD | +0.9% | -4.7% | +5.6% | +1.8% |
| 1Y | -1.6% | -9.2% | +7.6% | +1.4% |
| 3Y | +64.5% | -24.7% | +89.2% | +83.0% |
| 5Y | +30.9% | -21.6% | +52.4% | +41.7% |
| 10Y | +275.1% | +6.7% | +268.5% | +217.5% |
| All | +12,674.7% | +155.3% | +12,519.4% | +6,447.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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