+968.8%
JCI vs SW
+755.0%
+213.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.8% |
| 7D | +3.8% | -5.1% | +8.9% | +4.2% |
| 30D | -5.7% | -4.6% | -1.1% | -5.4% |
| 3M | -1.4% | +9.4% | -10.8% | -2.2% |
| 6M | +4.1% | +3.5% | +0.6% | +3.6% |
| YTD | +21.7% | +22.0% | -0.3% | +19.6% |
| 1Y | +36.1% | +2.2% | +33.9% | +35.1% |
| 3Y | +154.4% | +19.6% | +134.8% | +148.6% |
| 5Y | +112.0% | -2.3% | +114.4% | +106.1% |
| 10Y | +322.2% | +181.4% | +140.9% | +286.9% |
| All | +968.8% | +755.0% | +213.8% | +829.8% |
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