-5.3%
JHX vs WING
-29.7%
+24.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -4.9% | +0.2% | -5.1% | -4.9% |
| 30D | -9.3% | -0.5% | -8.8% | -9.4% |
| 3M | +28.1% | -23.9% | +51.9% | +32.5% |
| 6M | +35.2% | -48.9% | +84.1% | +46.7% |
| YTD | +35.9% | -53.3% | +89.2% | +48.1% |
| 1Y | +42.5% | -60.3% | +102.8% | +58.2% |
| All | -5.3% | -29.7% | +24.4% | -13.4% |
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