+337.7%
SHW vs JCI
+291.9%
+45.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.7% |
| 7D | +1.9% | +3.2% | -1.3% | +0.7% |
| 30D | +8.1% | -8.6% | +16.7% | +10.9% |
| 3M | -2.8% | -7.7% | +5.0% | -1.0% |
| 6M | +15.0% | -2.6% | +17.6% | +13.6% |
| YTD | +9.0% | +17.4% | -8.4% | -1.3% |
| 1Y | +4.5% | +16.9% | -12.4% | -5.4% |
| 3Y | +41.9% | +186.7% | -144.9% | -18.2% |
| 5Y | +10.7% | +95.4% | -84.6% | -24.9% |
| All | +337.7% | +291.9% | +45.8% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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