+95.0%
JCI vs WM
+61.9%
+33.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.1% | -2.2% |
| 7D | +3.2% | +3.2% | 0.0% | +2.5% |
| 30D | -8.6% | +13.0% | -21.6% | -11.6% |
| 3M | -7.7% | +9.2% | -17.0% | -10.0% |
| 6M | -2.6% | +13.6% | -16.2% | -6.8% |
| YTD | +17.4% | +12.4% | +5.0% | +12.0% |
| 1Y | +16.9% | +21.2% | -4.3% | +8.0% |
| 3Y | +186.7% | +48.7% | +138.1% | +133.7% |
| All | +95.0% | +61.9% | +33.2% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling