+325.3%
JCI vs WST
+321.8%
+3.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.1% |
| 7D | +5.1% | -0.3% | +5.4% | +5.2% |
| 30D | -3.8% | -4.6% | +0.8% | -3.0% |
| 3M | +1.9% | +5.7% | -3.8% | +0.6% |
| 6M | +11.2% | +37.6% | -26.4% | +3.8% |
| YTD | +22.9% | +23.0% | -0.1% | +17.0% |
| 1Y | +37.4% | +33.8% | +3.5% | +28.0% |
| 3Y | +167.8% | -13.4% | +181.2% | +161.0% |
| 5Y | +115.0% | -27.0% | +142.0% | +113.7% |
| 10Y | +325.3% | +324.5% | +0.8% | +158.7% |
| All | +325.3% | +321.8% | +3.5% | +158.7% |
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 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