+28.9%
JD vs WING
+742.9%
-714.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +8.4% | -10.9% | -4.0% |
| 7D | +7.9% | +8.6% | -0.6% | +6.2% |
| 30D | +4.8% | +44.8% | -40.0% | -2.4% |
| 3M | -13.9% | +51.9% | -65.9% | -21.1% |
| 6M | -5.8% | +37.2% | -43.0% | -13.1% |
| YTD | +2.4% | -25.3% | +27.7% | +4.9% |
| 1Y | -7.5% | -25.1% | +17.6% | -5.6% |
| 3Y | +20.9% | -12.9% | +33.8% | +9.6% |
| 5Y | -58.0% | +12.0% | -70.0% | -66.7% |
| 10Y | +28.9% | +716.5% | -687.6% | -34.4% |
| All | +28.9% | +742.9% | -714.0% | -34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling