+2,279.7%
JHX vs WAB
+5,285.0%
-3,005.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.6% |
| 7D | +1.6% | +0.2% | +1.3% | +1.5% |
| 30D | -5.0% | -4.6% | -0.4% | -3.3% |
| 3M | +24.5% | +5.6% | +18.8% | +21.6% |
| 6M | +34.9% | +13.8% | +21.1% | +28.7% |
| YTD | +39.3% | +31.9% | +7.5% | +26.0% |
| 1Y | +48.6% | +48.3% | +0.3% | +28.4% |
| 3Y | -2.0% | +167.1% | -169.2% | -32.0% |
| 5Y | -24.4% | +222.9% | -247.3% | -51.2% |
| 10Y | +109.4% | +289.9% | -180.5% | +18.3% |
| All | +2,279.7% | +5,285.0% | -3,005.3% | +769.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling