+330.8%
JCI vs WWD
+490.2%
-159.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.9% |
| 7D | +0.4% | -2.9% | +3.3% | +1.6% |
| 30D | -7.7% | -6.6% | -1.1% | -5.2% |
| 3M | +2.8% | -9.3% | +12.1% | +6.2% |
| 6M | +7.2% | -13.6% | +20.9% | +12.7% |
| YTD | +20.0% | +10.4% | +9.6% | +13.2% |
| 1Y | +33.3% | +39.9% | -6.6% | +12.9% |
| 3Y | +161.3% | +165.0% | -3.7% | +66.1% |
| 5Y | +108.8% | +183.8% | -75.0% | +25.8% |
| All | +330.8% | +490.2% | -159.4% | +90.3% |
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