+167.8%
JCI vs BWA
+72.9%
+94.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.6% |
| 7D | +5.1% | +4.3% | +0.8% | +3.7% |
| 30D | -3.8% | -2.9% | -0.9% | -3.0% |
| 3M | +1.9% | -12.4% | +14.3% | +6.0% |
| 6M | +11.2% | +28.6% | -17.4% | +2.3% |
| YTD | +22.9% | +48.2% | -25.3% | +6.3% |
| 1Y | +37.4% | +50.9% | -13.5% | +17.8% |
| 3Y | +167.8% | +72.2% | +95.7% | +107.2% |
| All | +167.8% | +72.9% | +94.9% | +107.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling