+2,307.7%
JCI vs WEC
+3,978.4%
-1,670.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | +3.8% | -0.3% | +4.1% | +3.9% |
| 30D | -5.7% | -1.3% | -4.4% | -5.3% |
| 3M | -1.4% | -3.9% | +2.5% | -0.2% |
| 6M | +4.1% | -8.3% | +12.4% | +7.1% |
| YTD | +21.7% | +3.1% | +18.7% | +19.9% |
| 1Y | +36.1% | +1.9% | +34.2% | +34.4% |
| 3Y | +154.4% | +41.9% | +112.5% | +120.1% |
| 5Y | +112.0% | +30.8% | +81.2% | +87.2% |
| 10Y | +322.2% | +141.9% | +180.3% | +187.1% |
| All | +2,307.7% | +3,978.4% | -1,670.7% | +466.3% |
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