+101.6%
JHX vs WAB
+296.8%
-195.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.5% |
| 7D | -6.3% | +0.1% | -6.4% | -6.4% |
| 30D | -7.7% | -4.1% | -3.7% | -5.8% |
| 3M | +19.2% | +8.2% | +11.0% | +14.1% |
| 6M | +38.3% | +15.4% | +22.9% | +29.1% |
| YTD | +37.2% | +33.1% | +4.1% | +19.9% |
| 1Y | +42.3% | +48.1% | -5.8% | +18.1% |
| 3Y | -4.4% | +167.7% | -172.1% | -39.9% |
| 5Y | -26.4% | +225.7% | -252.1% | -57.8% |
| All | +101.6% | +296.8% | -195.2% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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