+101.6%
JHX vs WEC
+146.6%
-44.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -6.3% | -0.6% | -5.7% | -6.1% |
| 30D | -7.7% | -2.6% | -5.1% | -6.9% |
| 3M | +19.2% | -6.0% | +25.2% | +22.0% |
| 6M | +38.3% | -5.4% | +43.7% | +40.8% |
| YTD | +37.2% | +2.5% | +34.7% | +35.3% |
| 1Y | +42.3% | -0.7% | +43.0% | +41.9% |
| 3Y | -4.4% | +38.7% | -43.1% | -17.7% |
| 5Y | -26.4% | +31.7% | -58.0% | -35.8% |
| All | +101.6% | +146.6% | -44.9% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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