+33.0%
BLK vs WING
-33.2%
+66.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.0% | -4.3% | +0.7% |
| 7D | -3.3% | +7.2% | -10.5% | -4.4% |
| 30D | -6.5% | +4.8% | -11.3% | -7.5% |
| 3M | +6.7% | -23.7% | +30.4% | +10.7% |
| 6M | +14.7% | -43.6% | +58.3% | +24.5% |
| YTD | +2.5% | -50.6% | +53.1% | +12.9% |
| 1Y | -2.8% | -57.0% | +54.3% | +9.1% |
| 3Y | +65.9% | -28.3% | +94.1% | +52.2% |
| All | +33.0% | -33.2% | +66.2% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling