-32.3%
WING vs JAAA
+18.9%
-51.2%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -2.3% | +0.1% | -2.4% | -2.6% |
| 30D | -5.6% | +0.5% | -6.1% | -6.9% |
| 3M | -22.9% | +1.2% | -24.2% | -25.7% |
| 6M | -50.4% | +2.7% | -53.1% | -54.0% |
| YTD | -53.3% | +3.2% | -56.5% | -57.1% |
| 1Y | -61.2% | +4.8% | -66.0% | -65.7% |
| All | -32.3% | +18.9% | -51.2% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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