+390.7%
BX vs WING
+637.4%
-246.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.6% | -2.5% | +3.1% | +1.2% |
| 30D | +14.2% | +29.5% | -15.3% | +6.8% |
| 3M | -18.7% | +40.2% | -58.9% | -26.2% |
| 6M | +2.5% | +32.7% | -30.2% | -7.0% |
| YTD | -18.8% | -32.8% | +14.0% | -13.6% |
| 1Y | -10.3% | -31.7% | +21.4% | -5.3% |
| 3Y | +35.4% | -24.7% | +60.1% | +28.2% |
| 5Y | +0.3% | -0.5% | +0.7% | -17.8% |
| 10Y | +668.4% | +647.5% | +20.9% | +252.9% |
| All | +390.7% | +637.4% | -246.7% | +111.7% |
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