+234.5%
JCI vs WCC
+1,591.2%
-1,356.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.3% | -0.9% | +1.6% |
| 7D | +2.9% | +3.3% | -0.4% | +2.1% |
| 30D | -6.9% | -9.4% | +2.5% | -4.5% |
| 3M | -6.3% | -10.5% | +4.2% | -3.7% |
| 6M | +2.6% | -10.4% | +13.0% | +5.2% |
| YTD | +21.8% | +34.4% | -12.6% | +12.3% |
| 1Y | +19.6% | +27.7% | -8.0% | +11.6% |
| 3Y | +194.9% | +137.9% | +57.0% | +129.0% |
| 5Y | +108.1% | +147.0% | -38.9% | +55.8% |
| 10Y | +307.6% | +442.5% | -134.9% | +135.7% |
| All | +234.5% | +1,591.2% | -1,356.7% | +40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling