+585.7%
JPM vs WING
+379.2%
+206.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -2.3% | +0.2% | -2.6% | -2.4% |
| 30D | -2.3% | -0.5% | -1.9% | -2.5% |
| 3M | +14.9% | -23.9% | +38.8% | +18.0% |
| 6M | +23.6% | -48.9% | +72.5% | +32.9% |
| YTD | +11.3% | -53.3% | +64.6% | +20.6% |
| 1Y | +19.9% | -60.3% | +80.2% | +31.9% |
| 3Y | +162.6% | -30.1% | +192.7% | +154.6% |
| 5Y | +154.6% | -36.2% | +190.8% | +140.8% |
| All | +585.7% | +379.2% | +206.5% | +337.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling