+149.0%
JPM vs WING
-16.7%
+165.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.3% |
| 7D | +1.2% | +5.0% | -3.7% | +0.9% |
| 30D | +2.7% | +38.7% | -36.0% | +0.6% |
| 3M | -4.5% | +44.7% | -49.2% | -6.9% |
| 6M | +14.3% | +31.5% | -17.2% | +11.4% |
| YTD | +8.2% | -28.4% | +36.6% | +10.5% |
| 1Y | +10.0% | -28.2% | +38.2% | +12.2% |
| 3Y | +149.0% | -18.4% | +167.4% | +148.6% |
| All | +149.0% | -16.7% | +165.7% | +148.6% |
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