+1,663.9%
JCI vs WAT
+10,816.8%
-9,152.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.2% |
| 7D | +3.8% | -1.3% | +5.1% | +4.2% |
| 30D | -5.7% | +2.3% | -8.0% | -6.3% |
| 3M | -1.4% | +8.7% | -10.1% | -3.6% |
| 6M | +4.1% | +28.3% | -24.2% | -3.1% |
| YTD | +21.7% | +7.8% | +14.0% | +17.8% |
| 1Y | +36.1% | +36.6% | -0.5% | +23.4% |
| 3Y | +154.4% | +45.7% | +108.8% | +121.5% |
| 5Y | +112.0% | -3.3% | +115.3% | +102.5% |
| 10Y | +322.2% | +162.1% | +160.1% | +210.7% |
| All | +1,663.9% | +10,816.8% | -9,152.9% | +650.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling