+110.3%
JCI vs WU
-51.4%
+161.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | +4.1% | -4.9% | +9.0% | +5.2% |
| 30D | -3.8% | -1.3% | -2.6% | -3.7% |
| 3M | -1.6% | -3.6% | +1.9% | -2.3% |
| 6M | +9.5% | -24.3% | +33.9% | +15.7% |
| YTD | +21.7% | -21.1% | +42.8% | +26.7% |
| 1Y | +37.1% | -10.3% | +47.5% | +36.5% |
| 3Y | +165.2% | -28.4% | +193.5% | +176.8% |
| 5Y | +110.3% | -51.2% | +161.5% | +144.0% |
| All | +110.3% | -51.4% | +161.7% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 5y: compounded portfolio wealth divided by compounded WU 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…
5y analysis · Full analysis span regression · 6 months rolling