+288.2%
JCI vs WM
+329.9%
-41.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -5.9% | +1.2% | -7.0% | -6.5% |
| 30D | -10.4% | +13.7% | -24.0% | -16.6% |
| 3M | -6.1% | +5.2% | -11.3% | -9.3% |
| 6M | +1.7% | +11.2% | -9.5% | -5.6% |
| YTD | +18.9% | +9.4% | +9.4% | +10.4% |
| 1Y | +16.1% | +20.4% | -4.3% | +1.7% |
| 3Y | +187.8% | +44.7% | +143.1% | +117.3% |
| 5Y | +103.2% | +58.5% | +44.7% | +42.2% |
| 10Y | +288.2% | +326.4% | -38.2% | +66.7% |
| All | +288.2% | +329.9% | -41.6% | +66.7% |
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