+307.6%
JCI vs WAT
+230.7%
+76.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.4% | +2.8% |
| 7D | +2.9% | +0.7% | +2.2% | +2.7% |
| 30D | -6.9% | +9.0% | -15.9% | -9.5% |
| 3M | -6.3% | +13.5% | -19.8% | -10.4% |
| 6M | +2.6% | +35.3% | -32.7% | -8.0% |
| YTD | +21.8% | +24.0% | -2.2% | +11.0% |
| 1Y | +19.6% | +22.0% | -2.3% | +9.6% |
| 3Y | +194.9% | +84.0% | +110.9% | +118.2% |
| 5Y | +108.1% | +34.4% | +73.8% | +71.6% |
| 10Y | +307.6% | +231.4% | +76.2% | +135.4% |
| All | +307.6% | +230.7% | +76.9% | +135.4% |
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