-2.6%
JCI vs WAB
+10.6%
-13.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.4% | -1.7% |
| 7D | +3.2% | +5.1% | -1.9% | -0.2% |
| 30D | -8.6% | +4.0% | -12.6% | -10.8% |
| 3M | -7.7% | +0.1% | -7.8% | -8.1% |
| 6M | -2.6% | +12.8% | -15.4% | -10.4% |
| All | -2.6% | +10.6% | -13.2% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 6mo: compounded portfolio wealth divided by compounded WAB 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…
6mo analysis · Full analysis span regression · 6 months rolling