+27.7%
JCI vs WST
+47.3%
-19.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.4% | -6.7% | -6.3% |
| 7D | -10.7% | +1.3% | -12.0% | -10.7% |
| 30D | -10.4% | +8.5% | -18.9% | -10.8% |
| 3M | -8.3% | +17.2% | -25.5% | -9.0% |
| 6M | -2.1% | +36.3% | -38.4% | -4.5% |
| YTD | +18.4% | +48.9% | -30.5% | +10.5% |
| 1Y | +27.7% | +42.9% | -15.3% | +18.7% |
| All | +27.7% | +47.3% | -19.6% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1y: compounded portfolio wealth divided by compounded WST 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…
1y analysis · Full analysis span regression · 6 months rolling