+11.4%
WBD vs BLK
+283.5%
-272.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.5% |
| 7D | -0.7% | -3.3% | +2.6% | +1.1% |
| 30D | +1.4% | -6.5% | +7.9% | +5.2% |
| 3M | +4.4% | +6.7% | -2.4% | -0.2% |
| 6M | +0.8% | +14.7% | -13.9% | -8.3% |
| YTD | -2.7% | +2.5% | -5.2% | -6.3% |
| 1Y | +73.4% | -2.8% | +76.2% | +71.1% |
| 3Y | +142.1% | +65.9% | +76.3% | +78.2% |
| 5Y | +7.2% | +33.0% | -25.7% | -13.7% |
| All | +11.4% | +283.5% | -272.2% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 10y: compounded portfolio wealth divided by compounded BLK 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…
10y analysis · Full analysis span regression · 6 months rolling