+297.8%
JCI vs WING
+699.5%
-401.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.3% |
| 7D | -5.9% | +5.0% | -10.8% | -6.6% |
| 30D | -10.4% | +38.7% | -49.1% | -14.8% |
| 3M | -6.1% | +44.7% | -50.8% | -11.8% |
| 6M | +1.7% | +31.5% | -29.8% | -3.9% |
| YTD | +18.9% | -28.4% | +47.3% | +21.7% |
| 1Y | +16.1% | -28.2% | +44.3% | +18.5% |
| 3Y | +187.8% | -18.4% | +206.2% | +175.3% |
| 5Y | +103.2% | +5.2% | +98.0% | +78.1% |
| All | +297.8% | +699.5% | -401.7% | +129.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling