+11.4%
WBD vs JCI
+348.5%
-337.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.8% |
| 7D | -0.7% | +0.7% | -1.5% | -1.2% |
| 30D | +1.4% | -4.4% | +5.8% | +3.7% |
| 3M | +4.4% | +1.7% | +2.7% | +2.5% |
| 6M | +0.8% | +8.8% | -8.0% | -5.8% |
| YTD | -2.7% | +22.6% | -25.3% | -15.8% |
| 1Y | +73.4% | +36.2% | +37.2% | +40.1% |
| 3Y | +142.1% | +168.0% | -25.9% | +29.2% |
| 5Y | +7.2% | +113.5% | -106.2% | -36.8% |
| All | +11.4% | +348.5% | -337.2% | -61.1% |
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