+20,418.4%
SHW vs JCI
+2,331.5%
+18,086.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | 0.0% |
| 7D | -3.2% | +3.8% | -7.1% | -4.1% |
| 30D | -9.5% | -5.7% | -3.9% | -8.4% |
| 3M | +11.5% | -1.4% | +12.9% | +11.4% |
| 6M | -3.5% | +4.1% | -7.7% | -4.9% |
| YTD | +3.7% | +21.7% | -18.0% | -1.6% |
| 1Y | -7.9% | +36.1% | -44.0% | -15.0% |
| 3Y | +24.7% | +154.4% | -129.7% | -1.4% |
| 5Y | +13.6% | +112.0% | -98.4% | -7.0% |
| 10Y | +283.0% | +322.2% | -39.3% | +166.4% |
| All | +20,418.4% | +2,331.5% | +18,086.9% | +6,881.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling