-4.4%
JHX vs WSM
+230.1%
-234.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | -6.3% | -0.5% | -5.8% | -6.1% |
| 30D | -7.7% | -7.7% | 0.0% | -5.0% |
| 3M | +19.2% | +3.8% | +15.4% | +17.8% |
| 6M | +38.3% | +22.7% | +15.6% | +29.8% |
| YTD | +37.2% | +28.0% | +9.2% | +27.2% |
| 1Y | +42.3% | +12.7% | +29.6% | +36.3% |
| 3Y | -4.4% | +231.3% | -235.7% | -36.2% |
| All | -4.4% | +230.1% | -234.5% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 3y: compounded portfolio wealth divided by compounded WSM 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…
3y analysis · Full analysis span regression · 6 months rolling