+103.2%
JCI vs BWA
+32.7%
+70.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.7% | +0.5% |
| 7D | -5.9% | -2.4% | -3.4% | -4.8% |
| 30D | -10.4% | -17.7% | +7.3% | -2.9% |
| 3M | -6.1% | -27.0% | +20.9% | +6.5% |
| 6M | +1.7% | -17.3% | +19.0% | +9.1% |
| YTD | +18.9% | +12.9% | +6.0% | +9.9% |
| 1Y | +16.1% | +12.9% | +3.2% | +7.1% |
| 3Y | +187.8% | +62.1% | +125.7% | +118.0% |
| 5Y | +103.2% | +30.7% | +72.5% | +59.3% |
| All | +103.2% | +32.7% | +70.5% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling