+2,221.0%
JCI vs WY
+612.4%
+1,608.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.9% |
| 7D | +3.2% | -0.8% | +4.0% | +3.5% |
| 30D | -8.6% | +10.1% | -18.7% | -12.5% |
| 3M | -7.7% | -15.4% | +7.6% | -3.0% |
| 6M | -2.6% | -8.3% | +5.7% | -1.0% |
| YTD | +17.4% | -9.8% | +27.2% | +19.4% |
| 1Y | +16.9% | -3.9% | +20.8% | +16.0% |
| 3Y | +186.7% | -23.3% | +210.1% | +204.7% |
| 5Y | +95.4% | -31.2% | +126.6% | +115.1% |
| 10Y | +292.7% | +5.5% | +287.2% | +245.4% |
| All | +2,221.0% | +612.4% | +1,608.6% | +942.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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