+16.9%
JCI vs WM
+21.5%
-4.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.1% | -2.3% |
| 7D | +3.2% | +3.2% | 0.0% | +4.6% |
| 30D | -8.6% | +13.0% | -21.6% | -4.1% |
| 3M | -7.7% | +9.2% | -17.0% | -3.9% |
| 6M | -2.6% | +13.6% | -16.2% | +2.1% |
| YTD | +17.4% | +12.4% | +5.0% | +22.5% |
| 1Y | +16.9% | +21.2% | -4.3% | +24.1% |
| All | +16.9% | +21.5% | -4.6% | +24.1% |
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