+101.9%
WMT vs BLK
+66.0%
+35.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.1% |
| 7D | 0.0% | -3.3% | +3.3% | +0.6% |
| 30D | -7.4% | -6.5% | -0.9% | -6.3% |
| 3M | -10.9% | +6.7% | -17.6% | -11.9% |
| 6M | -12.7% | +14.7% | -27.4% | -15.1% |
| YTD | -3.2% | +2.5% | -5.7% | -4.2% |
| 1Y | +5.3% | -2.8% | +8.0% | +5.7% |
| 3Y | +101.9% | +65.9% | +36.0% | +83.0% |
| All | +101.9% | +66.0% | +35.9% | +83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling