+2,274.7%
JCI vs WEC
+4,422.7%
-2,148.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +8.4% | -0.7% | +9.1% | +8.7% |
| 30D | -8.9% | +11.0% | -19.9% | -12.5% |
| 3M | -6.4% | +8.6% | -15.1% | -9.5% |
| 6M | +1.6% | +6.2% | -4.5% | -1.1% |
| YTD | +20.1% | +14.3% | +5.8% | +13.6% |
| 1Y | +17.2% | +8.4% | +8.9% | +13.0% |
| 3Y | +190.7% | +62.9% | +127.9% | +138.7% |
| 5Y | +99.9% | +55.8% | +44.1% | +65.2% |
| 10Y | +301.8% | +193.2% | +108.6% | +154.0% |
| All | +2,274.7% | +4,422.7% | -2,148.0% | +436.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling