+2,359.8%
JCI vs WWD
+15,408.5%
-13,048.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.6% |
| 7D | +3.8% | +1.3% | +2.5% | +3.4% |
| 30D | -5.7% | -7.2% | +1.5% | -3.6% |
| 3M | -1.4% | -3.8% | +2.4% | -0.7% |
| 6M | +4.1% | -9.9% | +14.0% | +6.8% |
| YTD | +21.7% | +14.8% | +6.9% | +15.8% |
| 1Y | +36.1% | +42.1% | -5.9% | +21.0% |
| 3Y | +154.4% | +170.8% | -16.4% | +85.2% |
| 5Y | +112.0% | +197.5% | -85.5% | +48.3% |
| 10Y | +322.2% | +477.8% | -155.6% | +135.2% |
| All | +2,359.8% | +15,408.5% | -13,048.7% | +654.4% |
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 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