+494.7%
JCI vs NWSA
+102.5%
+392.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -4.9% | -3.2% |
| 7D | +3.2% | +2.2% | +1.0% | +2.3% |
| 30D | -8.6% | -8.8% | +0.2% | -6.0% |
| 3M | -7.7% | -6.5% | -1.3% | -6.3% |
| 6M | -2.6% | +1.5% | -4.1% | -4.9% |
| YTD | +17.4% | +4.0% | +13.3% | +12.4% |
| 1Y | +16.9% | +3.4% | +13.5% | +12.2% |
| 3Y | +186.7% | +34.8% | +151.9% | +146.7% |
| 5Y | +95.4% | +18.4% | +77.0% | +72.2% |
| 10Y | +292.7% | +149.2% | +143.6% | +145.2% |
| All | +494.7% | +102.5% | +392.2% | +288.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling