+115.0%
JCI vs WWD
+192.1%
-77.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.8% |
| 7D | +5.1% | +0.8% | +4.3% | +4.8% |
| 30D | -3.8% | -6.4% | +2.6% | -1.2% |
| 3M | +1.9% | -5.6% | +7.5% | +3.5% |
| 6M | +11.2% | -9.1% | +20.3% | +14.3% |
| YTD | +22.9% | +12.5% | +10.4% | +14.8% |
| 1Y | +37.4% | +41.3% | -4.0% | +14.8% |
| 3Y | +167.8% | +170.2% | -2.4% | +63.8% |
| 5Y | +115.0% | +192.5% | -77.5% | +18.7% |
| All | +115.0% | +192.1% | -77.1% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling