+2,149.4%
JCI vs WST
+14,518.0%
-12,368.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.2% |
| 7D | -9.4% | -3.1% | -6.3% | -8.6% |
| 30D | -13.4% | +9.1% | -22.5% | -15.2% |
| 3M | -12.4% | +14.7% | -27.1% | -15.5% |
| 6M | -5.1% | +28.0% | -33.1% | -11.3% |
| YTD | +13.7% | +45.6% | -31.9% | +2.2% |
| 1Y | +11.4% | +45.7% | -34.2% | 0.0% |
| 3Y | +175.9% | +21.1% | +154.8% | +142.1% |
| 5Y | +98.4% | +0.3% | +98.1% | +79.0% |
| 10Y | +311.2% | +449.0% | -137.9% | +117.6% |
| All | +2,149.4% | +14,518.0% | -12,368.6% | +406.4% |
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