+2,089.9%
JCI vs WM
+29,154.7%
-27,064.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.2% | -7.6% | -6.7% |
| 7D | -16.9% | +4.5% | -21.4% | -17.8% |
| 30D | -17.2% | +16.1% | -33.3% | -20.0% |
| 3M | -14.2% | +8.0% | -22.2% | -15.9% |
| 6M | -8.7% | +8.4% | -17.1% | -10.9% |
| YTD | +10.7% | +11.2% | -0.5% | +7.3% |
| 1Y | +9.7% | +22.3% | -12.6% | +4.1% |
| 3Y | +166.9% | +50.2% | +116.7% | +141.1% |
| 5Y | +93.1% | +63.3% | +29.9% | +71.3% |
| 10Y | +300.3% | +355.0% | -54.7% | +193.9% |
| All | +2,089.9% | +29,154.7% | -27,064.8% | +1,109.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling