+1,074.8%
JBL vs WING
+637.7%
+437.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +1.3% |
| 7D | +10.0% | -3.9% | +13.9% | +10.8% |
| 30D | -18.2% | +26.6% | -44.9% | -22.4% |
| 3M | -29.0% | +42.5% | -71.5% | -34.7% |
| 6M | -25.9% | +29.4% | -55.3% | -31.5% |
| YTD | +14.1% | -32.8% | +46.9% | +19.3% |
| 1Y | +21.7% | -33.5% | +55.1% | +27.1% |
| 3Y | +103.8% | -23.4% | +127.2% | +93.6% |
| 5Y | +310.0% | -0.4% | +310.4% | +244.6% |
| 10Y | +1,179.2% | +647.8% | +531.4% | +574.0% |
| All | +1,074.8% | +637.7% | +437.1% | +503.5% |
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