-15.0%
JD vs WING
+405.9%
-420.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.1% |
| 7D | -1.7% | -3.9% | +2.2% | -0.9% |
| 30D | -13.2% | -11.6% | -1.6% | -11.4% |
| 3M | -3.2% | -24.2% | +21.0% | +1.1% |
| 6M | +15.2% | -54.1% | +69.3% | +31.9% |
| YTD | +2.0% | -53.9% | +55.9% | +15.4% |
| 1Y | -5.4% | -64.4% | +59.0% | +12.3% |
| 3Y | -9.1% | -30.2% | +21.1% | -15.6% |
| 5Y | -59.6% | -34.1% | -25.5% | -64.2% |
| 10Y | +26.2% | +342.1% | -315.9% | -33.0% |
| All | -15.0% | +405.9% | -420.9% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling