-27.2%
JHX vs WU
-51.3%
+24.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -6.3% | -3.5% | -2.8% | -5.1% |
| 30D | -7.7% | -2.9% | -4.8% | -6.8% |
| 3M | +19.2% | -2.3% | +21.4% | +17.9% |
| 6M | +38.3% | -25.4% | +63.6% | +52.2% |
| YTD | +37.2% | -21.2% | +58.4% | +47.2% |
| 1Y | +42.3% | -8.9% | +51.1% | +42.7% |
| 3Y | -4.4% | -29.0% | +24.6% | +4.2% |
| All | -27.2% | -51.3% | +24.2% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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