+296.4%
WBD vs JCI
+386.4%
-90.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.9% |
| 7D | -0.7% | +5.1% | -5.8% | -3.0% |
| 30D | +5.0% | -3.8% | +8.8% | +6.7% |
| 3M | +6.2% | +1.9% | +4.3% | +4.6% |
| 6M | +0.6% | +11.2% | -10.6% | -5.6% |
| YTD | -2.4% | +22.9% | -25.4% | -13.1% |
| 1Y | +127.7% | +37.4% | +90.3% | +91.7% |
| 3Y | +148.4% | +167.8% | -19.4% | +52.9% |
| 5Y | +4.2% | +115.0% | -110.8% | -30.4% |
| 10Y | +10.8% | +325.3% | -314.5% | -46.7% |
| All | +296.4% | +386.4% | -90.0% | +14.6% |
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