+19.6%
JCI vs WING
-29.6%
+49.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +2.5% |
| 7D | +2.9% | -0.5% | +3.4% | +2.9% |
| 30D | -6.9% | +32.3% | -39.3% | -6.8% |
| 3M | -6.3% | +50.2% | -56.5% | -6.2% |
| 6M | +2.6% | +31.7% | -29.1% | +2.6% |
| YTD | +21.8% | -29.6% | +51.4% | +21.0% |
| 1Y | +19.6% | -29.7% | +49.3% | +18.5% |
| All | +19.6% | -29.6% | +49.3% | +18.5% |
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 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