+162.6%
JPM vs WING
-31.3%
+193.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.7% | -1.4% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -1.1% | -6.0% | +4.9% | -0.8% |
| 3M | +14.1% | -23.5% | +37.6% | +15.7% |
| 6M | +23.3% | -52.0% | +75.3% | +29.2% |
| YTD | +11.3% | -53.8% | +65.1% | +16.9% |
| 1Y | +23.0% | -63.8% | +86.8% | +31.1% |
| 3Y | +162.6% | -30.8% | +193.3% | +163.1% |
| All | +162.6% | -31.3% | +193.8% | +163.1% |
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