+29.9%
JCI vs WOLF
+37.9%
-8.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.3% | +4.1% | -1.6% |
| 7D | +3.2% | +4.4% | -1.2% | +2.7% |
| 30D | -8.6% | +1.0% | -9.6% | -9.0% |
| 3M | -7.7% | -21.2% | +13.5% | -6.7% |
| 6M | -2.6% | -60.3% | +57.8% | +1.6% |
| YTD | +17.4% | +42.6% | -25.3% | +12.6% |
| 1Y | +16.9% | +36.5% | -19.6% | +12.1% |
| All | +29.9% | +37.9% | -8.0% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 10y: compounded portfolio wealth divided by compounded WOLF 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…
10y analysis · Full analysis span regression · 6 months rolling