-27.2%
JHX vs WEC
+30.6%
-57.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +21.8% |
| 6M | +38.3% | -5.4% | +43.7% | +40.7% |
| YTD | +37.2% | +2.5% | +34.7% | +35.4% |
| 1Y | +42.3% | -0.7% | +43.0% | +41.9% |
| 3Y | -4.4% | +38.7% | -43.1% | -17.5% |
| All | -27.2% | +30.6% | -57.8% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling