-9.5%
JD vs WING
-29.7%
+20.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +1.9% |
| 7D | -1.7% | -3.9% | +2.2% | -1.5% |
| 30D | -13.2% | -11.6% | -1.6% | -12.8% |
| 3M | -3.2% | -24.2% | +21.0% | -2.3% |
| 6M | +15.2% | -54.1% | +69.3% | +19.6% |
| YTD | +2.0% | -53.9% | +55.9% | +5.6% |
| 1Y | -5.4% | -64.4% | +59.0% | -1.0% |
| All | -9.5% | -29.7% | +20.1% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling