+387.2%
JCI vs WING
+637.7%
-250.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.8% |
| 7D | +8.4% | -3.9% | +12.3% | +9.0% |
| 30D | -8.9% | +26.6% | -35.5% | -12.2% |
| 3M | -6.4% | +42.5% | -48.9% | -11.8% |
| 6M | +1.6% | +29.4% | -27.8% | -3.8% |
| YTD | +20.1% | -32.8% | +52.8% | +23.9% |
| 1Y | +17.2% | -33.5% | +50.7% | +20.8% |
| 3Y | +190.7% | -23.4% | +214.1% | +181.4% |
| 5Y | +99.9% | -0.4% | +100.3% | +77.9% |
| 10Y | +301.8% | +647.8% | -346.0% | +150.0% |
| All | +387.2% | +637.7% | -250.5% | +198.3% |
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