+335.6%
JCI vs W
+210.4%
+125.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.2% | +2.9% |
| 7D | -9.4% | -3.6% | -5.8% | -9.1% |
| 30D | -13.4% | +7.0% | -20.4% | -14.2% |
| 3M | -12.4% | +7.4% | -19.8% | -13.4% |
| 6M | -5.1% | +69.3% | -74.4% | -11.8% |
| YTD | +13.7% | +11.3% | +2.5% | +9.8% |
| 1Y | +11.4% | +13.2% | -1.8% | +7.1% |
| 3Y | +175.9% | +142.0% | +33.9% | +131.9% |
| 5Y | +98.4% | -54.6% | +153.0% | +80.8% |
| 10Y | +311.2% | +243.7% | +67.5% | +182.7% |
| All | +335.6% | +210.4% | +125.2% | +202.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling