+2,535.3%
JCI vs BWA
+2,583.4%
-48.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.7% | +0.4% |
| 7D | -5.9% | -2.4% | -3.4% | -5.0% |
| 30D | -10.4% | -17.7% | +7.3% | -4.1% |
| 3M | -6.1% | -27.0% | +20.9% | +4.4% |
| 6M | +1.7% | -17.3% | +19.0% | +8.0% |
| YTD | +18.9% | +12.9% | +6.0% | +12.2% |
| 1Y | +16.1% | +12.9% | +3.2% | +9.4% |
| 3Y | +187.8% | +62.1% | +125.7% | +135.4% |
| 5Y | +103.2% | +30.7% | +72.5% | +75.8% |
| 10Y | +288.2% | +89.2% | +199.0% | +181.4% |
| All | +2,535.3% | +2,583.4% | -48.1% | +789.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling