+167.8%
JCI vs W
+44.2%
+123.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.9% |
| 7D | +5.1% | +6.5% | -1.4% | +4.3% |
| 30D | -3.8% | -6.2% | +2.4% | -3.1% |
| 3M | +1.9% | +48.9% | -47.0% | -4.5% |
| 6M | +11.2% | +31.2% | -20.0% | +5.4% |
| YTD | +22.9% | -0.4% | +23.4% | +20.0% |
| 1Y | +37.4% | +14.8% | +22.5% | +30.0% |
| 3Y | +167.8% | +40.5% | +127.3% | +115.7% |
| All | +167.8% | +44.2% | +123.7% | +115.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling