+115.0%
JCI vs WAT
-4.5%
+119.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.4% |
| 7D | +5.1% | -0.7% | +5.8% | +5.3% |
| 30D | -3.8% | -1.0% | -2.9% | -3.7% |
| 3M | +1.9% | +10.9% | -9.0% | -1.1% |
| 6M | +11.2% | +33.2% | -22.0% | +1.7% |
| YTD | +22.9% | +6.1% | +16.9% | +19.3% |
| 1Y | +37.4% | +30.2% | +7.1% | +24.4% |
| 3Y | +167.8% | +52.9% | +115.0% | +118.7% |
| 5Y | +115.0% | -5.1% | +120.2% | +108.9% |
| All | +115.0% | -4.5% | +119.5% | +108.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling