+142.1%
WBD vs JHX
-4.5%
+146.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | -0.7% | -6.3% | +5.6% | +0.4% |
| 30D | +1.4% | -7.7% | +9.2% | +2.8% |
| 3M | +4.4% | +19.2% | -14.8% | +0.7% |
| 6M | +0.8% | +38.3% | -37.4% | -6.0% |
| YTD | -2.7% | +37.2% | -39.9% | -9.5% |
| 1Y | +73.4% | +42.3% | +31.1% | +59.5% |
| 3Y | +142.1% | -4.4% | +146.5% | +166.3% |
| All | +142.1% | -4.5% | +146.6% | +166.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 3y: compounded portfolio wealth divided by compounded JHX 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…
3y analysis · Full analysis span regression · 6 months rolling