+428.1%
WMT vs BLK
+283.5%
+144.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.0% |
| 7D | 0.0% | -3.3% | +3.3% | +0.8% |
| 30D | -7.4% | -6.5% | -0.9% | -5.9% |
| 3M | -10.9% | +6.7% | -17.6% | -12.4% |
| 6M | -12.7% | +14.7% | -27.4% | -16.0% |
| YTD | -3.2% | +2.5% | -5.7% | -4.7% |
| 1Y | +5.3% | -2.8% | +8.0% | +5.0% |
| 3Y | +101.9% | +65.9% | +36.0% | +73.4% |
| 5Y | +134.6% | +33.0% | +101.6% | +109.6% |
| All | +428.1% | +283.5% | +144.5% | +255.6% |
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