+16.1%
JCI vs WM
+20.3%
-4.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.1% |
| 7D | -5.9% | +1.2% | -7.0% | -5.3% |
| 30D | -10.4% | +13.7% | -24.0% | -6.1% |
| 3M | -6.1% | +5.2% | -11.3% | -3.6% |
| 6M | +1.7% | +11.2% | -9.5% | +5.5% |
| YTD | +18.9% | +9.4% | +9.4% | +22.8% |
| 1Y | +16.1% | +20.4% | -4.3% | +22.2% |
| All | +16.1% | +20.3% | -4.2% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling