+168.0%
JCI vs FWONK
+44.6%
+123.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.1% | +2.2% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | -4.4% | -7.7% | +3.3% | -2.7% |
| 3M | +1.7% | +5.7% | -4.0% | -0.3% |
| 6M | +8.8% | +13.5% | -4.7% | +4.1% |
| YTD | +22.6% | -3.0% | +25.6% | +23.1% |
| 1Y | +36.2% | -6.4% | +42.6% | +38.1% |
| 3Y | +168.0% | +43.8% | +124.2% | +145.4% |
| All | +168.0% | +44.6% | +123.4% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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