+110.3%
JCI vs WING
-33.6%
+143.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.1% |
| 7D | +4.1% | -2.3% | +6.3% | +4.4% |
| 30D | -3.8% | -5.6% | +1.8% | -3.3% |
| 3M | -1.6% | -22.9% | +21.3% | +1.4% |
| 6M | +9.5% | -50.4% | +60.0% | +20.2% |
| YTD | +21.7% | -53.3% | +75.0% | +33.3% |
| 1Y | +37.1% | -61.2% | +98.4% | +54.4% |
| 3Y | +165.2% | -30.1% | +195.2% | +150.4% |
| 5Y | +110.3% | -35.0% | +145.3% | +96.2% |
| All | +110.3% | -33.6% | +143.9% | +96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling