-27.2%
JHX vs WPM
+263.6%
-290.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.4% |
| 7D | -6.3% | -0.6% | -5.8% | -6.2% |
| 30D | -7.7% | +14.4% | -22.2% | -11.4% |
| 3M | +19.2% | +37.0% | -17.8% | +8.7% |
| 6M | +38.3% | +4.1% | +34.1% | +34.8% |
| YTD | +37.2% | +31.7% | +5.5% | +26.2% |
| 1Y | +42.3% | +44.2% | -1.9% | +27.5% |
| 3Y | -4.4% | +265.5% | -269.9% | -36.1% |
| All | -27.2% | +263.6% | -290.8% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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