+1,949.1%
JCI vs WAB
+4,316.0%
-2,367.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.4% | -2.0% |
| 7D | +3.2% | +5.1% | -1.9% | +1.5% |
| 30D | -8.6% | +4.0% | -12.6% | -9.7% |
| 3M | -7.7% | +0.1% | -7.8% | -7.7% |
| 6M | -2.6% | +12.8% | -15.4% | -6.3% |
| YTD | +17.4% | +40.1% | -22.7% | +5.2% |
| 1Y | +16.9% | +46.4% | -29.5% | +3.3% |
| 3Y | +186.7% | +167.4% | +19.4% | +108.8% |
| 5Y | +95.4% | +215.0% | -119.7% | +35.2% |
| 10Y | +292.7% | +269.2% | +23.6% | +145.9% |
| All | +1,949.1% | +4,316.0% | -2,367.0% | +523.3% |
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