+307.6%
JCI vs WEC
+190.8%
+116.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.4% |
| 7D | +2.9% | -0.5% | +3.4% | +3.1% |
| 30D | -6.9% | +12.0% | -18.9% | -10.5% |
| 3M | -6.3% | +11.1% | -17.4% | -9.7% |
| 6M | +2.6% | +6.0% | -3.4% | +0.1% |
| YTD | +21.8% | +14.3% | +7.5% | +15.8% |
| 1Y | +19.6% | +8.0% | +11.6% | +15.9% |
| 3Y | +194.9% | +62.8% | +132.1% | +144.9% |
| 5Y | +108.1% | +55.3% | +52.8% | +74.3% |
| 10Y | +307.6% | +193.2% | +114.5% | +201.8% |
| All | +307.6% | +190.8% | +116.9% | +201.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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