+36.1%
JCI vs WCN
-8.7%
+44.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +1.8% |
| 7D | +3.8% | -0.6% | +4.5% | +3.7% |
| 30D | -5.7% | +0.4% | -6.1% | -5.6% |
| 3M | -1.4% | +7.3% | -8.7% | -1.1% |
| 6M | +4.1% | -2.5% | +6.6% | +4.6% |
| YTD | +21.7% | -5.4% | +27.1% | +21.3% |
| 1Y | +36.1% | -8.5% | +44.6% | +41.2% |
| All | +36.1% | -8.7% | +44.9% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling