+608.1%
JPM vs WING
+405.9%
+202.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.8% |
| 7D | +0.3% | -3.9% | +4.1% | +0.8% |
| 30D | -0.2% | -11.6% | +11.4% | +1.2% |
| 3M | +15.9% | -24.2% | +40.1% | +19.2% |
| 6M | +20.9% | -54.1% | +75.0% | +32.2% |
| YTD | +12.9% | -53.9% | +66.8% | +22.8% |
| 1Y | +20.3% | -64.4% | +84.7% | +34.8% |
| 3Y | +160.9% | -30.2% | +191.1% | +153.1% |
| 5Y | +154.8% | -34.1% | +188.9% | +139.9% |
| 10Y | +591.1% | +342.1% | +248.9% | +334.1% |
| All | +608.1% | +405.9% | +202.3% | +318.9% |
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