+293.5%
JCI vs BWA
+94.2%
+199.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +3.2% | +4.3% | -1.1% | +1.5% |
| 30D | -8.6% | -13.0% | +4.4% | -3.2% |
| 3M | -7.7% | -24.8% | +17.1% | +3.3% |
| 6M | -2.6% | -23.5% | +20.9% | +7.9% |
| YTD | +17.4% | +13.8% | +3.5% | +8.6% |
| 1Y | +16.9% | +13.4% | +3.5% | +8.1% |
| 3Y | +186.7% | +62.8% | +124.0% | +121.9% |
| 5Y | +95.4% | +28.5% | +66.9% | +62.4% |
| All | +293.5% | +94.2% | +199.3% | +168.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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