+166.0%
JCI vs WPM
+273.6%
-107.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | +4.1% | +3.9% | +0.2% | +3.5% |
| 30D | -3.8% | +17.7% | -21.5% | -6.2% |
| 3M | -1.6% | +39.4% | -41.1% | -6.8% |
| 6M | +9.5% | +6.4% | +3.1% | +7.3% |
| YTD | +21.7% | +34.0% | -12.3% | +15.4% |
| 1Y | +37.1% | +50.5% | -13.4% | +27.5% |
| All | +166.0% | +273.6% | -107.6% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 3y: compounded portfolio wealth divided by compounded WPM 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…
3y analysis · Full analysis span regression · 6 months rolling