+2,046.6%
JCI vs WAB
+4,115.8%
-2,069.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | +5.1% | +1.7% | +3.5% | +4.6% |
| 30D | -3.8% | -2.4% | -1.4% | -3.0% |
| 3M | +1.9% | +9.7% | -7.8% | -1.3% |
| 6M | +11.2% | +16.5% | -5.3% | +5.7% |
| YTD | +22.9% | +33.7% | -10.8% | +11.8% |
| 1Y | +37.4% | +49.7% | -12.3% | +20.3% |
| 3Y | +167.8% | +170.9% | -3.1% | +94.0% |
| 5Y | +115.0% | +228.0% | -113.0% | +47.0% |
| 10Y | +325.3% | +284.8% | +40.5% | +163.2% |
| All | +2,046.6% | +4,115.8% | -2,069.2% | +562.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling