+1.3%
WING vs JAAA
+29.4%
-28.1%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.1% | +5.9% | +5.8% |
| 7D | +7.2% | +0.1% | +7.2% | +7.1% |
| 30D | +4.8% | +0.5% | +4.3% | +4.0% |
| 3M | -23.7% | +1.3% | -24.9% | -25.0% |
| 6M | -43.6% | +2.8% | -46.4% | -45.6% |
| YTD | -50.6% | +3.3% | -53.8% | -52.6% |
| 1Y | -57.0% | +4.9% | -62.0% | -59.5% |
| 3Y | -28.3% | +19.0% | -47.2% | -38.8% |
| 5Y | -32.4% | +26.9% | -59.3% | -47.6% |
| All | +1.3% | +29.4% | -28.1% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling