+166.0%
JCI vs NWSA
+44.1%
+121.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +4.1% | -3.1% | +7.1% | +5.0% |
| 30D | -3.8% | +4.3% | -8.1% | -5.1% |
| 3M | -1.6% | +9.2% | -10.9% | -4.6% |
| 6M | +9.5% | +21.6% | -12.0% | +1.3% |
| YTD | +21.7% | +14.2% | +7.5% | +15.2% |
| 1Y | +37.1% | +1.8% | +35.4% | +38.0% |
| All | +166.0% | +44.1% | +121.9% | +126.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling