+115.0%
JCI vs W
-63.0%
+178.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.2% |
| 3M | +1.9% | +48.9% | -47.0% | -4.1% |
| 6M | +11.2% | +31.2% | -20.0% | +5.7% |
| YTD | +22.9% | -0.4% | +23.4% | +20.2% |
| 1Y | +37.4% | +14.8% | +22.5% | +30.7% |
| 3Y | +167.8% | +40.5% | +127.3% | +132.3% |
| 5Y | +115.0% | -62.1% | +177.2% | +96.3% |
| All | +115.0% | -63.0% | +178.0% | +96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling