+330.8%
JCI vs WAT
+166.5%
+164.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.2% |
| 7D | +0.4% | -2.9% | +3.3% | +1.4% |
| 30D | -7.7% | -3.2% | -4.5% | -6.8% |
| 3M | +2.8% | +10.6% | -7.8% | -0.9% |
| 6M | +7.2% | +34.0% | -26.8% | -4.2% |
| YTD | +20.0% | +5.7% | +14.2% | +15.5% |
| 1Y | +33.3% | +37.1% | -3.8% | +15.9% |
| 3Y | +161.3% | +52.4% | +108.9% | +106.9% |
| 5Y | +108.8% | -4.4% | +113.2% | +96.7% |
| All | +330.8% | +166.5% | +164.3% | +166.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling