+32.3%
JD vs WING
+620.6%
-588.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -0.5% |
| 7D | -4.0% | -3.9% | -0.1% | -3.5% |
| 30D | +2.7% | +26.6% | -24.0% | -2.1% |
| 3M | -13.0% | +42.5% | -55.5% | -19.4% |
| 6M | -12.7% | +29.4% | -42.1% | -18.7% |
| YTD | -0.8% | -32.8% | +32.0% | +3.5% |
| 1Y | -8.9% | -33.5% | +24.6% | -5.0% |
| 3Y | +17.0% | -23.4% | +40.4% | +8.7% |
| 5Y | -63.5% | -0.4% | -63.1% | -70.4% |
| All | +32.3% | +620.6% | -588.2% | -31.2% |
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 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