+197.6%
JCI vs WCC
+138.4%
+59.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.3% | -0.9% | +1.2% |
| 7D | +2.9% | +3.3% | -0.4% | +1.6% |
| 30D | -6.9% | -9.4% | +2.5% | -3.6% |
| 3M | -6.3% | -10.5% | +4.2% | -2.6% |
| 6M | +2.6% | -10.4% | +13.0% | +6.1% |
| YTD | +21.8% | +34.4% | -12.6% | +8.9% |
| 1Y | +19.6% | +27.7% | -8.0% | +8.7% |
| All | +197.6% | +138.4% | +59.2% | +104.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling