+394.3%
JCI vs WING
+672.3%
-278.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +2.7% |
| 7D | +2.9% | -0.5% | +3.4% | +3.0% |
| 30D | -6.9% | +32.3% | -39.3% | -10.9% |
| 3M | -6.3% | +50.2% | -56.5% | -12.3% |
| 6M | +2.6% | +31.7% | -29.1% | -3.1% |
| YTD | +21.8% | -29.6% | +51.4% | +24.9% |
| 1Y | +19.6% | -29.7% | +49.3% | +22.4% |
| 3Y | +194.9% | -19.8% | +214.7% | +183.7% |
| 5Y | +108.1% | +3.1% | +105.1% | +84.4% |
| 10Y | +307.6% | +682.9% | -375.3% | +152.0% |
| All | +394.3% | +672.3% | -278.0% | +200.7% |
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 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