-57.1%
JD vs WING
+4.1%
-61.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.9% |
| 7D | +13.4% | +9.0% | +4.3% | +11.7% |
| 30D | +7.7% | +39.9% | -32.2% | +1.6% |
| 3M | -11.3% | +40.4% | -51.7% | -16.8% |
| 6M | -5.1% | +12.9% | -18.0% | -8.7% |
| YTD | +5.0% | -31.1% | +36.1% | +9.5% |
| 1Y | -5.6% | -32.7% | +27.1% | -1.4% |
| 3Y | +17.8% | -19.8% | +37.6% | +3.3% |
| All | -57.1% | +4.1% | -61.2% | -63.6% |
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