+400.6%
JCI vs WU
-19.6%
+420.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.3% |
| 7D | +3.8% | -0.8% | +4.7% | +4.1% |
| 30D | -5.7% | -1.1% | -4.6% | -5.5% |
| 3M | -1.4% | -3.9% | +2.5% | -1.9% |
| 6M | +4.1% | -20.7% | +24.8% | +11.2% |
| YTD | +21.7% | -18.4% | +40.1% | +28.0% |
| 1Y | +36.1% | -8.1% | +44.2% | +35.0% |
| 3Y | +154.4% | -24.2% | +178.6% | +166.2% |
| 5Y | +112.0% | -50.4% | +162.5% | +158.8% |
| 10Y | +322.2% | -40.0% | +362.3% | +359.1% |
| All | +400.6% | -19.6% | +420.2% | +320.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling