+186.7%
JCI vs WSM
+260.3%
-73.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.7% | -2.6% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | -8.6% | +5.1% | -13.7% | -9.8% |
| 3M | -7.7% | +5.1% | -12.9% | -9.0% |
| 6M | -2.6% | +48.6% | -51.2% | -11.0% |
| YTD | +17.4% | +44.2% | -26.8% | +7.5% |
| 1Y | +16.9% | +38.1% | -21.2% | +8.0% |
| 3Y | +186.7% | +257.2% | -70.5% | +101.5% |
| All | +186.7% | +260.3% | -73.5% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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