-62.4%
JD vs WING
+0.4%
-62.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.5% |
| 7D | -4.1% | -2.5% | -1.6% | -3.8% |
| 30D | +4.6% | +29.5% | -24.9% | -0.1% |
| 3M | -4.7% | +40.2% | -44.9% | -10.8% |
| 6M | -17.4% | +32.7% | -50.1% | -22.9% |
| YTD | +0.7% | -32.8% | +33.5% | +5.3% |
| 1Y | -5.9% | -31.7% | +25.8% | -2.2% |
| 3Y | +18.9% | -24.7% | +43.6% | +6.1% |
| All | -62.4% | +0.4% | -62.8% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling