+307.6%
JCI vs W
+224.5%
+83.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +2.3% |
| 7D | +2.9% | -7.4% | +10.3% | +3.9% |
| 30D | -6.9% | +7.8% | -14.8% | -8.0% |
| 3M | -6.3% | +10.9% | -17.2% | -7.8% |
| 6M | +2.6% | +86.4% | -83.9% | -6.3% |
| YTD | +21.8% | +14.0% | +7.8% | +16.9% |
| 1Y | +19.6% | +3.5% | +16.1% | +15.9% |
| 3Y | +194.9% | +164.8% | +30.2% | +140.9% |
| 5Y | +108.1% | -53.1% | +161.3% | +88.3% |
| 10Y | +307.6% | +220.4% | +87.2% | +155.8% |
| All | +307.6% | +224.5% | +83.1% | +155.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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