-27.2%
JHX vs WCC
+224.0%
-251.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | -0.4% |
| 7D | -6.3% | +1.5% | -7.8% | -6.9% |
| 30D | -7.7% | -2.1% | -5.6% | -7.2% |
| 3M | +19.2% | +3.8% | +15.4% | +16.4% |
| 6M | +38.3% | +35.0% | +3.3% | +22.5% |
| YTD | +37.2% | +46.4% | -9.2% | +18.0% |
| 1Y | +42.3% | +63.0% | -20.7% | +16.7% |
| 3Y | -4.4% | +133.9% | -138.3% | -34.1% |
| All | -27.2% | +224.0% | -251.2% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 5y: compounded portfolio wealth divided by compounded WCC 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…
5y analysis · Full analysis span regression · 6 months rolling