+330.8%
JCI vs WCC
+518.6%
-187.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.8% | -0.3% |
| 7D | +0.4% | +1.7% | -1.3% | -0.2% |
| 30D | -7.7% | -6.1% | -1.7% | -5.8% |
| 3M | +2.8% | +3.1% | -0.3% | +1.1% |
| 6M | +7.2% | +28.2% | -21.0% | -2.5% |
| YTD | +20.0% | +41.1% | -21.1% | +5.0% |
| 1Y | +33.3% | +61.3% | -28.0% | +10.7% |
| 3Y | +161.3% | +123.6% | +37.7% | +84.5% |
| 5Y | +108.8% | +214.8% | -106.0% | +24.6% |
| All | +330.8% | +518.6% | -187.7% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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