+2,271.2%
JCI vs WWD
+14,675.7%
-12,404.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.6% | -2.1% |
| 7D | +3.2% | +4.0% | -0.8% | +2.0% |
| 30D | -8.6% | +0.4% | -9.0% | -8.7% |
| 3M | -7.7% | -7.9% | +0.2% | -5.4% |
| 6M | -2.6% | -10.6% | +8.1% | +0.4% |
| YTD | +17.4% | +9.4% | +8.0% | +13.3% |
| 1Y | +16.9% | +25.7% | -8.8% | +7.9% |
| 3Y | +186.7% | +148.5% | +38.2% | +114.3% |
| 5Y | +95.4% | +189.5% | -94.1% | +38.1% |
| 10Y | +292.7% | +451.8% | -159.0% | +122.1% |
| All | +2,271.2% | +14,675.7% | -12,404.5% | +638.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling