+19.6%
JCI vs W
+2.1%
+17.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +2.4% |
| 7D | +2.9% | -7.4% | +10.3% | +3.4% |
| 30D | -6.9% | +7.8% | -14.8% | -7.3% |
| 3M | -6.3% | +10.9% | -17.2% | -6.9% |
| 6M | +2.6% | +86.4% | -83.9% | -2.1% |
| YTD | +21.8% | +14.0% | +7.8% | +15.3% |
| 1Y | +19.6% | +3.5% | +16.1% | +14.1% |
| All | +19.6% | +2.1% | +17.5% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling