+21,462.4%
SHW vs JCI
+2,244.0%
+19,218.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.3% |
| 7D | +1.9% | +3.2% | -1.3% | +1.2% |
| 30D | +8.1% | -8.6% | +16.7% | +9.7% |
| 3M | -2.8% | -7.7% | +5.0% | -1.6% |
| 6M | +15.0% | -2.6% | +17.6% | +14.5% |
| YTD | +9.0% | +17.4% | -8.4% | +3.7% |
| 1Y | +4.5% | +16.9% | -12.4% | -0.6% |
| 3Y | +41.9% | +186.7% | -144.9% | +8.5% |
| 5Y | +10.7% | +95.4% | -84.6% | -8.2% |
| 10Y | +340.4% | +292.7% | +47.6% | +209.3% |
| All | +21,462.4% | +2,244.0% | +19,218.4% | +7,252.5% |
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