+2,599.1%
JCI vs BWA
+3,492.4%
-893.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.8% | +1.0% |
| 7D | +3.8% | +5.7% | -1.8% | +1.9% |
| 30D | -5.7% | +1.4% | -7.1% | -6.3% |
| 3M | -1.4% | -12.1% | +10.7% | +2.6% |
| 6M | +4.1% | +28.6% | -24.4% | -4.9% |
| YTD | +21.7% | +51.1% | -29.3% | +4.0% |
| 1Y | +36.1% | +55.9% | -19.7% | +14.8% |
| 3Y | +154.4% | +70.1% | +84.3% | +103.5% |
| 5Y | +112.0% | +90.7% | +21.3% | +61.1% |
| 10Y | +322.2% | +154.0% | +168.3% | +176.5% |
| All | +2,599.1% | +3,492.4% | -893.3% | +724.9% |
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 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