+113.2%
WDC vs JCI
+27.0%
+86.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -6.3% | -0.5% | 0.0% |
| 7D | -18.3% | -10.7% | -7.6% | -7.5% |
| 30D | -26.7% | -10.4% | -16.3% | -17.2% |
| 3M | -40.9% | -8.3% | -32.7% | -35.2% |
| 6M | -26.8% | -2.1% | -24.6% | -23.5% |
| YTD | +88.2% | +18.4% | +69.8% | +74.8% |
| 1Y | +113.2% | +27.7% | +85.5% | +86.1% |
| All | +113.2% | +27.0% | +86.1% | +86.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling