+103.2%
JCI vs WM
+61.6%
+41.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -5.9% | +1.2% | -7.0% | -6.2% |
| 30D | -10.4% | +13.7% | -24.0% | -13.6% |
| 3M | -6.1% | +5.2% | -11.3% | -7.6% |
| 6M | +1.7% | +11.2% | -9.5% | -2.3% |
| YTD | +18.9% | +9.4% | +9.4% | +14.0% |
| 1Y | +16.1% | +20.4% | -4.3% | +7.0% |
| 3Y | +187.8% | +44.7% | +143.1% | +135.7% |
| 5Y | +103.2% | +58.5% | +44.7% | +59.6% |
| All | +103.2% | +61.6% | +41.6% | +59.6% |
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