-27.2%
JHX vs WING
-33.2%
+6.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.0% | -5.0% | 0.0% |
| 7D | -6.3% | +7.2% | -13.5% | -7.4% |
| 30D | -7.7% | +4.8% | -12.5% | -8.7% |
| 3M | +19.2% | -23.7% | +42.9% | +23.8% |
| 6M | +38.3% | -43.6% | +81.8% | +50.3% |
| YTD | +37.2% | -50.6% | +87.8% | +50.9% |
| 1Y | +42.3% | -57.0% | +99.3% | +59.4% |
| 3Y | -4.4% | -28.3% | +23.9% | -8.1% |
| All | -27.2% | -33.2% | +6.0% | -34.7% |
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