+135.9%
WMT vs BLK
+32.0%
+103.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.0% |
| 7D | 0.0% | -3.3% | +3.3% | +0.7% |
| 30D | -7.4% | -6.5% | -0.9% | -6.2% |
| 3M | -10.9% | +6.7% | -17.6% | -12.1% |
| 6M | -12.7% | +14.7% | -27.4% | -15.4% |
| YTD | -3.2% | +2.5% | -5.7% | -4.4% |
| 1Y | +5.3% | -2.8% | +8.0% | +5.3% |
| 3Y | +101.9% | +65.9% | +36.0% | +77.3% |
| All | +135.9% | +32.0% | +103.9% | +106.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling