+340.5%
JCI vs NWSA
+149.4%
+191.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +0.7% | -2.8% | +3.5% | +1.9% |
| 30D | -4.4% | +3.0% | -7.5% | -5.7% |
| 3M | +1.7% | +12.3% | -10.6% | -3.7% |
| 6M | +8.8% | +21.9% | -13.1% | -1.0% |
| YTD | +22.6% | +13.6% | +9.1% | +14.2% |
| 1Y | +36.2% | +0.5% | +35.7% | +33.3% |
| 3Y | +168.0% | +43.8% | +124.3% | +123.9% |
| 5Y | +113.5% | +41.2% | +72.3% | +74.6% |
| All | +340.5% | +149.4% | +191.1% | +170.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling