+288.2%
JCI vs WST
+446.4%
-158.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | -5.9% | +1.4% | -7.2% | -6.1% |
| 30D | -10.4% | +12.7% | -23.1% | -12.4% |
| 3M | -6.1% | +17.2% | -23.3% | -9.0% |
| 6M | +1.7% | +26.7% | -25.0% | -3.1% |
| YTD | +18.9% | +50.3% | -31.4% | +8.9% |
| 1Y | +16.1% | +50.2% | -34.1% | +6.2% |
| 3Y | +187.8% | +21.7% | +166.1% | +160.1% |
| 5Y | +103.2% | +2.0% | +101.2% | +88.0% |
| 10Y | +288.2% | +451.1% | -162.9% | +132.0% |
| All | +288.2% | +446.4% | -158.2% | +132.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling