+159.0%
JHX vs WING
+407.0%
-248.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -2.0% | -1.8% |
| 7D | +4.5% | -0.1% | +4.7% | +4.5% |
| 30D | -1.2% | -6.0% | +4.8% | -0.4% |
| 3M | +32.8% | -23.5% | +56.3% | +38.7% |
| 6M | +41.2% | -52.0% | +93.2% | +60.5% |
| YTD | +43.9% | -53.8% | +97.7% | +63.0% |
| 1Y | +48.0% | -63.8% | +111.8% | +74.8% |
| 3Y | +1.2% | -30.8% | +32.0% | -1.2% |
| 5Y | -22.6% | -34.3% | +11.7% | -27.6% |
| 10Y | +111.5% | +352.4% | -240.9% | +21.7% |
| All | +159.0% | +407.0% | -248.0% | +40.0% |
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