+517.0%
JCI vs NWSA
+127.4%
+389.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.6% |
| 7D | +3.8% | -1.9% | +5.7% | +4.6% |
| 30D | -5.7% | +4.6% | -10.2% | -7.4% |
| 3M | -1.4% | +13.2% | -14.6% | -6.6% |
| 6M | +4.1% | +27.0% | -22.9% | -6.2% |
| YTD | +21.7% | +16.8% | +4.9% | +12.6% |
| 1Y | +36.1% | +4.5% | +31.6% | +31.3% |
| 3Y | +154.4% | +46.2% | +108.2% | +113.9% |
| 5Y | +112.0% | +40.9% | +71.1% | +76.3% |
| 10Y | +322.2% | +145.1% | +177.1% | +163.9% |
| All | +517.0% | +127.4% | +389.5% | +288.7% |
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