+27.7%
JCI vs WING
-23.2%
+50.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.7% | -10.0% | -6.2% |
| 7D | -10.7% | +21.0% | -31.7% | -10.8% |
| 30D | -10.4% | +56.9% | -67.3% | -10.9% |
| 3M | -8.3% | +38.4% | -46.6% | -8.6% |
| 6M | -2.1% | +12.0% | -14.1% | -1.9% |
| YTD | +18.4% | -29.2% | +47.6% | +18.2% |
| 1Y | +27.7% | -28.8% | +56.5% | +25.9% |
| All | +27.7% | -23.2% | +50.8% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling