+341.0%
JCI vs BBWI
-58.2%
+399.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.3% | +5.3% | +0.2% |
| 7D | +4.1% | -4.4% | +8.5% | +4.9% |
| 30D | -3.8% | -7.4% | +3.6% | -2.7% |
| 3M | -1.6% | -2.2% | +0.6% | -2.1% |
| 6M | +9.5% | -16.3% | +25.8% | +11.3% |
| YTD | +21.7% | -9.1% | +30.9% | +20.9% |
| 1Y | +37.1% | -34.5% | +71.7% | +43.7% |
| 3Y | +165.2% | -47.0% | +212.1% | +179.5% |
| 5Y | +110.3% | -68.8% | +179.1% | +138.1% |
| 10Y | +341.0% | -57.4% | +398.4% | +268.6% |
| All | +341.0% | -58.2% | +399.2% | +268.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling