+97.4%
JBL vs WING
-23.4%
+120.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +6.3% | -2.5% | +8.8% | +6.6% |
| 30D | -13.5% | +29.5% | -43.0% | -15.8% |
| 3M | -31.3% | +40.2% | -71.5% | -33.9% |
| 6M | -28.4% | +32.7% | -61.1% | -31.5% |
| YTD | +11.6% | -32.8% | +44.4% | +16.0% |
| 1Y | +26.1% | -31.7% | +57.8% | +30.4% |
| 3Y | +97.4% | -24.7% | +122.1% | +116.9% |
| All | +97.4% | -23.4% | +120.8% | +116.9% |
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