+101.6%
JHX vs WY
+7.6%
+94.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | -6.3% | -4.2% | -2.1% | -4.0% |
| 30D | -7.7% | -10.1% | +2.3% | -2.0% |
| 3M | +19.2% | -8.5% | +27.7% | +24.9% |
| 6M | +38.3% | -3.3% | +41.6% | +41.3% |
| YTD | +37.2% | -4.4% | +41.6% | +40.9% |
| 1Y | +42.3% | -11.5% | +53.8% | +51.9% |
| 3Y | -4.4% | -24.3% | +19.9% | +10.0% |
| 5Y | -26.4% | -21.3% | -5.1% | -17.6% |
| All | +101.6% | +7.6% | +94.1% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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