+293.5%
JCI vs WAT
+222.4%
+71.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.8% | -2.1% |
| 7D | +3.2% | +0.6% | +2.6% | +3.0% |
| 30D | -8.6% | +5.4% | -14.0% | -10.1% |
| 3M | -7.7% | +11.3% | -19.0% | -11.2% |
| 6M | -2.6% | +37.4% | -40.0% | -13.0% |
| YTD | +17.4% | +21.2% | -3.8% | +7.8% |
| 1Y | +16.9% | +21.3% | -4.4% | +7.2% |
| 3Y | +186.7% | +83.4% | +103.4% | +112.0% |
| 5Y | +95.4% | +29.0% | +66.4% | +63.7% |
| All | +293.5% | +222.4% | +71.1% | +129.0% |
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