+2,307.7%
JCI vs BBWI
+1,034.6%
+1,273.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +1.2% |
| 7D | +3.8% | +1.5% | +2.3% | +3.5% |
| 30D | -5.7% | -5.2% | -0.5% | -4.9% |
| 3M | -1.4% | +11.1% | -12.5% | -4.8% |
| 6M | +4.1% | -13.4% | +17.5% | +5.3% |
| YTD | +21.7% | +0.1% | +21.6% | +18.0% |
| 1Y | +36.1% | -36.1% | +72.3% | +44.5% |
| 3Y | +154.4% | -44.1% | +198.5% | +166.7% |
| 5Y | +112.0% | -66.2% | +178.3% | +140.3% |
| 10Y | +322.2% | -54.8% | +377.0% | +275.9% |
| All | +2,307.7% | +1,034.6% | +1,273.1% | +593.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling