+2,279.7%
JHX vs WWD
+4,538.9%
-2,259.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | +1.6% | +0.6% | +0.9% | +1.4% |
| 30D | -5.0% | -5.1% | +0.1% | -3.4% |
| 3M | +24.5% | -11.2% | +35.7% | +29.0% |
| 6M | +34.9% | -12.0% | +46.9% | +40.6% |
| YTD | +39.3% | +12.0% | +27.3% | +34.0% |
| 1Y | +48.6% | +42.8% | +5.8% | +31.7% |
| 3Y | -2.0% | +168.9% | -171.0% | -30.3% |
| 5Y | -24.4% | +192.2% | -216.6% | -48.3% |
| 10Y | +109.4% | +495.3% | -385.8% | +10.8% |
| All | +2,279.7% | +4,538.9% | -2,259.2% | +800.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 all: compounded portfolio wealth divided by compounded WWD 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…
all analysis · Full analysis span regression · 6 months rolling