+302.6%
JCI vs BBWI
-48.2%
+350.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.9% |
| 7D | +8.4% | -4.5% | +13.0% | +9.4% |
| 30D | -8.9% | +17.1% | -26.0% | -11.9% |
| 3M | -6.4% | +17.5% | -23.9% | -10.0% |
| 6M | +1.6% | +12.8% | -11.2% | -2.4% |
| YTD | +20.1% | +8.2% | +11.9% | +14.7% |
| 1Y | +17.2% | -1.8% | +19.0% | +13.0% |
| 3Y | +190.7% | -25.8% | +216.5% | +185.6% |
| 5Y | +99.9% | -68.0% | +167.9% | +124.9% |
| All | +302.6% | -48.2% | +350.8% | +239.7% |
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