-2.8%
BLK vs WING
-58.1%
+55.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.0% | -4.3% | +1.2% |
| 7D | -3.3% | +7.2% | -10.5% | -3.8% |
| 30D | -6.5% | +4.8% | -11.3% | -6.9% |
| 3M | +6.7% | -23.7% | +30.4% | +8.5% |
| 6M | +14.7% | -43.6% | +58.3% | +19.8% |
| YTD | +2.5% | -50.6% | +53.1% | +8.4% |
| 1Y | -2.8% | -57.0% | +54.3% | +0.6% |
| All | -2.8% | -58.1% | +55.4% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 1y: compounded portfolio wealth divided by compounded WING 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…
1y analysis · Full analysis span regression · 6 months rolling