+293.5%
JCI vs WCN
+322.1%
-28.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +3.2% | +2.6% | +0.6% | +2.0% |
| 30D | -8.6% | +23.9% | -32.5% | -18.1% |
| 3M | -7.7% | +17.4% | -25.2% | -15.3% |
| 6M | -2.6% | +28.0% | -30.6% | -15.2% |
| YTD | +17.4% | +11.6% | +5.8% | +9.0% |
| 1Y | +16.9% | +16.9% | +0.1% | +5.6% |
| 3Y | +186.7% | +51.6% | +135.1% | +114.9% |
| 5Y | +95.4% | +48.0% | +47.4% | +47.1% |
| All | +293.5% | +322.1% | -28.5% | +85.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling