+379.2%
JCI vs WPM
+5,967.5%
-5,588.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.0% |
| 7D | +3.8% | +1.1% | +2.8% | +3.7% |
| 30D | -5.7% | +26.4% | -32.0% | -8.6% |
| 3M | -1.4% | +20.8% | -22.2% | -4.1% |
| 6M | +4.1% | +1.1% | +3.0% | +3.2% |
| YTD | +21.7% | +32.5% | -10.7% | +16.3% |
| 1Y | +36.1% | +51.5% | -15.4% | +27.6% |
| 3Y | +154.4% | +267.0% | -112.6% | +111.7% |
| 5Y | +112.0% | +250.1% | -138.1% | +75.5% |
| 10Y | +322.2% | +540.4% | -218.1% | +213.2% |
| All | +379.2% | +5,967.5% | -5,588.3% | +131.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling