+939.2%
JCI vs SW
+743.1%
+196.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.1% | -10.3% | -6.6% |
| 7D | -10.7% | +12.1% | -22.7% | -11.5% |
| 30D | -10.4% | +6.6% | -17.0% | -10.9% |
| 3M | -8.3% | -6.0% | -2.3% | -8.0% |
| 6M | -2.1% | +21.5% | -23.6% | -3.8% |
| YTD | +18.4% | +20.3% | -2.0% | +16.3% |
| 1Y | +27.7% | +28.1% | -0.5% | +24.8% |
| 3Y | +185.3% | +51.6% | +133.7% | +175.3% |
| 5Y | +108.8% | -0.1% | +108.9% | +102.8% |
| 10Y | +327.9% | +189.7% | +138.2% | +291.8% |
| All | +939.2% | +743.1% | +196.1% | +804.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling