+156.6%
JCI vs WTW
+1,094.8%
-938.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | +0.3% |
| 7D | +4.1% | -7.1% | +11.2% | +6.8% |
| 30D | -3.8% | -8.5% | +4.7% | -0.9% |
| 3M | -1.6% | +20.6% | -22.2% | -8.9% |
| 6M | +9.5% | +7.2% | +2.3% | +4.9% |
| YTD | +21.7% | -3.9% | +25.6% | +20.5% |
| 1Y | +37.1% | -3.6% | +40.7% | +35.3% |
| 3Y | +165.2% | +60.7% | +104.5% | +112.0% |
| 5Y | +110.3% | +42.2% | +68.1% | +75.4% |
| 10Y | +341.0% | +195.5% | +145.5% | +174.3% |
| All | +156.6% | +1,094.8% | -938.3% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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