+326.9%
JCI vs SW
+147.8%
+179.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.7% |
| 7D | +3.8% | -5.1% | +8.9% | +4.5% |
| 30D | -5.7% | -4.6% | -1.1% | -5.2% |
| 3M | -1.4% | +9.4% | -10.8% | -2.7% |
| 6M | +4.1% | +3.5% | +0.6% | +3.2% |
| YTD | +21.7% | +22.0% | -0.3% | +18.1% |
| 1Y | +36.1% | +2.2% | +33.9% | +34.4% |
| 3Y | +154.4% | +19.6% | +134.8% | +144.3% |
| 5Y | +112.0% | -2.3% | +114.4% | +102.0% |
| All | +326.9% | +147.8% | +179.1% | +263.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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