+191.9%
JBL vs WING
-30.4%
+222.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.5% |
| 7D | +4.4% | -0.1% | +4.5% | +4.4% |
| 30D | -8.4% | -6.0% | -2.4% | -8.2% |
| 3M | -14.2% | -23.5% | +9.3% | -12.2% |
| 6M | +29.6% | -52.0% | +81.6% | +41.0% |
| YTD | +37.1% | -53.8% | +90.9% | +48.9% |
| 1Y | +49.5% | -63.8% | +113.3% | +68.4% |
| All | +191.9% | -30.4% | +222.3% | +158.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling