+2,220.4%
JHX vs WCN
+3,109.5%
-889.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.0% |
| 7D | -4.9% | -4.4% | -0.4% | -3.0% |
| 30D | -9.3% | -4.4% | -4.9% | -7.5% |
| 3M | +28.1% | +0.5% | +27.6% | +27.5% |
| 6M | +35.2% | -3.3% | +38.5% | +35.9% |
| YTD | +35.9% | -8.5% | +44.3% | +39.4% |
| 1Y | +42.5% | -8.9% | +51.4% | +46.5% |
| 3Y | -4.5% | +18.0% | -22.5% | -12.9% |
| 5Y | -27.1% | +25.0% | -52.1% | -35.4% |
| 10Y | +104.2% | +234.7% | -130.5% | +26.9% |
| All | +2,220.4% | +3,109.5% | -889.1% | +812.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling