+101.6%
JHX vs WTW
+198.0%
-96.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -6.3% | -5.7% | -0.6% | -3.8% |
| 30D | -7.7% | -7.3% | -0.5% | -4.6% |
| 3M | +19.2% | +21.5% | -2.3% | +8.3% |
| 6M | +38.3% | +9.6% | +28.6% | +30.4% |
| YTD | +37.2% | -3.3% | +40.5% | +36.6% |
| 1Y | +42.3% | -6.1% | +48.4% | +43.5% |
| 3Y | -4.4% | +61.8% | -66.2% | -31.0% |
| 5Y | -26.4% | +42.7% | -69.1% | -43.8% |
| All | +101.6% | +198.0% | -96.4% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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