-4.4%
JHX vs WAB
+167.4%
-171.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.3% |
| 7D | -6.3% | +0.1% | -6.4% | -6.4% |
| 30D | -7.7% | -4.1% | -3.7% | -5.1% |
| 3M | +19.2% | +8.2% | +11.0% | +12.0% |
| 6M | +38.3% | +15.4% | +22.9% | +25.2% |
| YTD | +37.2% | +33.1% | +4.1% | +14.1% |
| 1Y | +42.3% | +48.1% | -5.8% | +10.7% |
| 3Y | -4.4% | +167.7% | -172.1% | -47.3% |
| All | -4.4% | +167.4% | -171.8% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling