+402.9%
JCI vs WCN
+8,080.5%
-7,677.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +3.2% | +2.6% | +0.6% | +2.6% |
| 30D | -8.6% | +23.9% | -32.5% | -13.7% |
| 3M | -7.7% | +17.4% | -25.2% | -11.8% |
| 6M | -2.6% | +28.0% | -30.6% | -9.2% |
| YTD | +17.4% | +11.6% | +5.8% | +12.8% |
| 1Y | +16.9% | +16.9% | +0.1% | +11.0% |
| 3Y | +186.7% | +51.6% | +135.2% | +153.5% |
| 5Y | +95.4% | +48.0% | +47.4% | +73.9% |
| 10Y | +292.7% | +322.6% | -29.8% | +178.1% |
| All | +402.9% | +8,080.5% | -7,677.7% | +135.9% |
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