+146.1%
EWT vs JCI
+105.2%
+40.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.1% | -1.9% |
| 7D | -1.1% | +0.4% | -1.5% | -1.3% |
| 30D | +4.8% | -7.7% | +12.5% | +8.2% |
| 3M | +11.1% | +2.8% | +8.4% | +10.1% |
| 6M | +54.6% | +7.2% | +47.4% | +50.4% |
| YTD | +71.4% | +20.0% | +51.5% | +59.6% |
| 1Y | +82.1% | +33.3% | +48.9% | +62.6% |
| 3Y | +193.2% | +161.3% | +31.9% | +101.1% |
| 5Y | +146.1% | +108.8% | +37.3% | +77.3% |
| All | +146.1% | +105.2% | +40.9% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 5y: compounded portfolio wealth divided by compounded JCI 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…
5y analysis · Full analysis span regression · 6 months rolling