+421.6%
JCI vs WCN
+6,839.3%
-6,417.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.2% |
| 7D | +3.8% | -0.6% | +4.5% | +4.0% |
| 30D | -5.7% | +0.4% | -6.1% | -5.8% |
| 3M | -1.4% | +7.3% | -8.7% | -3.5% |
| 6M | +4.1% | -2.5% | +6.6% | +4.1% |
| YTD | +21.7% | -5.4% | +27.1% | +22.5% |
| 1Y | +36.1% | -8.5% | +44.6% | +37.9% |
| 3Y | +154.4% | +20.8% | +133.6% | +139.0% |
| 5Y | +112.0% | +30.0% | +82.0% | +96.0% |
| 10Y | +322.2% | +238.4% | +83.8% | +216.8% |
| All | +421.6% | +6,839.3% | -6,417.7% | +156.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling