+2,307.7%
JCI vs WSM
+34,755.7%
-32,448.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.5% |
| 7D | +3.8% | -3.3% | +7.1% | +4.5% |
| 30D | -5.7% | -8.4% | +2.7% | -4.2% |
| 3M | -1.4% | +9.7% | -11.1% | -3.2% |
| 6M | +4.1% | +16.7% | -12.5% | +0.9% |
| YTD | +21.7% | +28.7% | -6.9% | +15.6% |
| 1Y | +36.1% | +13.7% | +22.5% | +32.0% |
| 3Y | +154.4% | +230.1% | -75.7% | +97.3% |
| 5Y | +112.0% | +179.0% | -66.9% | +65.6% |
| 10Y | +322.2% | +1,002.5% | -680.3% | +144.8% |
| All | +2,307.7% | +34,755.7% | -32,448.0% | +735.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling