+309.4%
BLK vs WING
+407.0%
-97.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -3.1% | -6.0% | +2.9% | -2.3% |
| 3M | +10.7% | -23.5% | +34.2% | +15.4% |
| 6M | +15.9% | -52.0% | +67.9% | +31.4% |
| YTD | +4.0% | -53.8% | +57.8% | +17.7% |
| 1Y | +1.3% | -63.8% | +65.1% | +19.5% |
| 3Y | +69.6% | -30.8% | +100.3% | +61.8% |
| 5Y | +33.8% | -34.3% | +68.1% | +22.3% |
| 10Y | +276.2% | +352.4% | -76.2% | +112.6% |
| All | +309.4% | +407.0% | -97.6% | +117.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling