+101.6%
JHX vs WCN
+235.9%
-134.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -6.3% | -3.1% | -3.2% | -4.5% |
| 30D | -7.7% | -3.4% | -4.4% | -5.7% |
| 3M | +19.2% | +3.0% | +16.2% | +16.7% |
| 6M | +38.3% | -3.8% | +42.0% | +39.6% |
| YTD | +37.2% | -8.3% | +45.5% | +42.4% |
| 1Y | +42.3% | -9.7% | +52.0% | +49.0% |
| 3Y | -4.4% | +17.2% | -21.6% | -18.5% |
| 5Y | -26.4% | +25.3% | -51.7% | -41.5% |
| All | +101.6% | +235.9% | -134.3% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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