+642.9%
WDC vs JCI
+291.9%
+351.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.3% | -2.7% | -3.2% |
| 7D | +12.1% | +3.2% | +8.9% | +9.7% |
| 30D | -18.8% | -8.6% | -10.2% | -11.4% |
| 3M | -39.3% | -7.7% | -31.6% | -34.4% |
| 6M | -40.1% | -2.6% | -37.6% | -37.1% |
| YTD | +71.8% | +17.4% | +54.4% | +56.8% |
| 1Y | +88.5% | +16.9% | +71.6% | +72.9% |
| 3Y | +770.0% | +186.7% | +583.2% | +303.9% |
| 5Y | +549.0% | +95.4% | +453.7% | +292.5% |
| All | +642.9% | +291.9% | +351.0% | +127.9% |
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