+2,307.7%
JCI vs WST
+12,330.1%
-10,022.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | +3.8% | +0.7% | +3.1% | +3.6% |
| 30D | -5.7% | -3.1% | -2.5% | -4.9% |
| 3M | -1.4% | +7.2% | -8.6% | -3.3% |
| 6M | +4.1% | +36.8% | -32.7% | -4.5% |
| YTD | +21.7% | +23.8% | -2.1% | +14.1% |
| 1Y | +36.1% | +37.8% | -1.6% | +23.4% |
| 3Y | +154.4% | -15.9% | +170.3% | +146.2% |
| 5Y | +112.0% | -25.8% | +137.9% | +107.2% |
| 10Y | +322.2% | +319.6% | +2.6% | +139.9% |
| All | +2,307.7% | +12,330.1% | -10,022.4% | +465.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling