+293.5%
JCI vs WST
+456.5%
-163.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.5% |
| 7D | +3.2% | +4.2% | -1.0% | +2.4% |
| 30D | -8.6% | +11.2% | -19.8% | -10.4% |
| 3M | -7.7% | +20.4% | -28.1% | -11.0% |
| 6M | -2.6% | +37.9% | -40.5% | -8.7% |
| YTD | +17.4% | +51.8% | -34.4% | +7.3% |
| 1Y | +16.9% | +56.6% | -39.7% | +6.1% |
| 3Y | +186.7% | +24.2% | +162.5% | +157.9% |
| 5Y | +95.4% | +0.7% | +94.7% | +81.5% |
| All | +293.5% | +456.5% | -163.0% | +136.1% |
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