+394.0%
JCI vs WING
+405.9%
-11.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.0% |
| 7D | +3.8% | -3.9% | +7.7% | +4.4% |
| 30D | -5.7% | -11.6% | +5.9% | -4.3% |
| 3M | -1.4% | -24.2% | +22.8% | +1.9% |
| 6M | +4.1% | -54.1% | +58.2% | +15.3% |
| YTD | +21.7% | -53.9% | +75.6% | +33.4% |
| 1Y | +36.1% | -64.4% | +100.5% | +54.7% |
| 3Y | +154.4% | -30.2% | +184.6% | +148.5% |
| 5Y | +112.0% | -34.1% | +146.1% | +101.1% |
| 10Y | +322.2% | +342.1% | -19.9% | +184.0% |
| All | +394.0% | +405.9% | -11.8% | +221.1% |
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