+116.9%
JCI vs SW
-2.3%
+119.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.7% |
| 7D | +3.8% | -5.1% | +8.9% | +4.6% |
| 30D | -5.7% | -4.6% | -1.1% | -5.1% |
| 3M | -1.4% | +9.4% | -10.8% | -3.0% |
| 6M | +4.1% | +3.5% | +0.6% | +3.0% |
| YTD | +21.7% | +22.0% | -0.3% | +17.4% |
| 1Y | +36.1% | +2.2% | +33.9% | +34.1% |
| 3Y | +154.4% | +19.6% | +134.8% | +143.4% |
| All | +116.9% | -2.3% | +119.2% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling