+578.8%
JPM vs WING
+685.5%
-106.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.5% |
| 7D | +1.2% | +5.0% | -3.7% | +0.6% |
| 30D | +2.7% | +38.7% | -36.0% | -1.6% |
| 3M | -4.5% | +44.7% | -49.2% | -9.4% |
| 6M | +14.3% | +31.5% | -17.2% | +8.8% |
| YTD | +8.2% | -28.4% | +36.6% | +10.9% |
| 1Y | +10.0% | -28.2% | +38.2% | +12.5% |
| 3Y | +149.0% | -18.4% | +167.4% | +138.6% |
| 5Y | +131.0% | +5.2% | +125.8% | +104.6% |
| 10Y | +479.1% | +699.8% | -220.8% | +234.1% |
| All | +578.8% | +685.5% | -106.8% | +278.2% |
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 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