+166.0%
JCI vs WSM
+232.0%
-65.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +4.1% | +2.6% | +1.5% | +3.5% |
| 30D | -3.8% | -9.3% | +5.5% | -1.8% |
| 3M | -1.6% | +7.1% | -8.7% | -3.3% |
| 6M | +9.5% | +21.7% | -12.2% | +4.6% |
| YTD | +21.7% | +28.7% | -7.0% | +14.7% |
| 1Y | +37.1% | +13.9% | +23.3% | +32.2% |
| All | +166.0% | +232.0% | -65.9% | +104.9% |
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