+115.0%
JCI vs BBWI
-66.8%
+181.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.5% |
| 7D | +5.1% | +1.6% | +3.6% | +4.8% |
| 30D | -3.8% | -6.2% | +2.4% | -3.0% |
| 3M | +1.9% | +4.3% | -2.4% | +0.2% |
| 6M | +11.2% | -7.2% | +18.4% | +10.9% |
| YTD | +22.9% | -3.0% | +26.0% | +20.7% |
| 1Y | +37.4% | -30.8% | +68.1% | +43.4% |
| 3Y | +167.8% | -43.4% | +211.2% | +179.5% |
| 5Y | +115.0% | -66.7% | +181.8% | +143.6% |
| All | +115.0% | -66.8% | +181.8% | +143.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling