+302.6%
JCI vs WWD
+442.7%
-140.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -0.6% |
| 7D | +8.4% | +8.2% | +0.3% | +5.0% |
| 30D | -8.9% | -0.2% | -8.7% | -8.8% |
| 3M | -6.4% | -8.4% | +2.0% | -3.0% |
| 6M | +1.6% | -9.5% | +11.1% | +5.2% |
| YTD | +20.1% | +10.1% | +10.0% | +13.5% |
| 1Y | +17.2% | +21.6% | -4.3% | +5.7% |
| 3Y | +190.7% | +149.6% | +41.2% | +89.4% |
| 5Y | +99.9% | +191.3% | -91.4% | +19.3% |
| All | +302.6% | +442.7% | -140.0% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling