+103.2%
JCI vs WAT
+36.4%
+66.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | -5.9% | +3.4% | -9.3% | -6.7% |
| 30D | -10.4% | +9.6% | -20.0% | -12.5% |
| 3M | -6.1% | +15.5% | -21.6% | -9.7% |
| 6M | +1.7% | +33.9% | -32.2% | -6.4% |
| YTD | +18.9% | +25.2% | -6.3% | +10.4% |
| 1Y | +16.1% | +26.3% | -10.2% | +7.4% |
| 3Y | +187.8% | +85.8% | +102.0% | +122.7% |
| 5Y | +103.2% | +35.3% | +67.9% | +76.7% |
| All | +103.2% | +36.4% | +66.8% | +76.7% |
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