+936.2%
WMT vs BLK
+12,788.7%
-11,852.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -2.5% | -5.2% | +2.7% | -1.5% |
| 30D | -6.4% | -7.0% | +0.6% | -5.1% |
| 3M | -12.1% | +5.7% | -17.8% | -13.2% |
| 6M | -15.0% | +11.0% | -26.0% | -17.0% |
| YTD | -4.5% | +0.9% | -5.4% | -5.3% |
| 1Y | +6.2% | -1.6% | +7.8% | +5.7% |
| 3Y | +99.9% | +64.5% | +35.4% | +78.1% |
| 5Y | +131.4% | +30.9% | +100.6% | +112.8% |
| 10Y | +433.2% | +275.1% | +158.1% | +290.0% |
| All | +936.2% | +12,788.7% | -11,852.5% | +336.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling