+341.0%
JCI vs W
+142.4%
+198.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | +4.1% | +5.9% | -1.8% | +3.4% |
| 30D | -3.8% | -3.0% | -0.8% | -3.6% |
| 3M | -1.6% | +40.3% | -42.0% | -6.5% |
| 6M | +9.5% | +32.2% | -22.7% | +4.3% |
| YTD | +21.7% | -0.3% | +22.0% | +19.1% |
| 1Y | +37.1% | +16.2% | +21.0% | +30.7% |
| 3Y | +165.2% | +40.7% | +124.5% | +133.2% |
| 5Y | +110.3% | -62.3% | +172.6% | +95.5% |
| 10Y | +341.0% | +162.2% | +178.8% | +191.2% |
| All | +341.0% | +142.4% | +198.6% | +191.2% |
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