+326.9%
JCI vs WM
+305.9%
+21.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.5% |
| 7D | +3.8% | -0.3% | +4.1% | +4.0% |
| 30D | -5.7% | -2.4% | -3.3% | -4.5% |
| 3M | -1.4% | +0.4% | -1.8% | -2.6% |
| 6M | +4.1% | -9.5% | +13.6% | +8.5% |
| YTD | +21.7% | +0.5% | +21.2% | +19.1% |
| 1Y | +36.1% | -1.1% | +37.2% | +33.7% |
| 3Y | +154.4% | +46.0% | +108.4% | +89.2% |
| 5Y | +112.0% | +51.8% | +60.2% | +51.5% |
| All | +326.9% | +305.9% | +21.0% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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