+340.5%
JCI vs WCN
+235.9%
+104.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.1% | +2.1% |
| 7D | +0.7% | -3.1% | +3.8% | +2.3% |
| 30D | -4.4% | -3.4% | -1.1% | -2.9% |
| 3M | +1.7% | +3.0% | -1.3% | -0.7% |
| 6M | +8.8% | -3.8% | +12.5% | +9.4% |
| YTD | +22.6% | -8.3% | +31.0% | +26.2% |
| 1Y | +36.2% | -9.7% | +46.0% | +40.7% |
| 3Y | +168.0% | +17.2% | +150.9% | +130.7% |
| 5Y | +113.5% | +25.3% | +88.2% | +74.9% |
| All | +340.5% | +235.9% | +104.6% | +124.2% |
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 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