+110.3%
JCI vs WPM
+261.4%
-151.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | +4.1% | +3.9% | +0.2% | +3.4% |
| 30D | -3.8% | +17.7% | -21.5% | -6.7% |
| 3M | -1.6% | +39.4% | -41.1% | -7.7% |
| 6M | +9.5% | +6.4% | +3.1% | +7.1% |
| YTD | +21.7% | +34.0% | -12.3% | +13.8% |
| 1Y | +37.1% | +50.5% | -13.4% | +25.0% |
| 3Y | +165.2% | +280.3% | -115.1% | +96.2% |
| 5Y | +110.3% | +266.3% | -156.0% | +46.0% |
| All | +110.3% | +261.4% | -151.1% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling