+1,228.2%
WDC vs JCI
+338.7%
+889.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -3.0% | -3.3% |
| 7D | +4.4% | +0.4% | +4.0% | +4.2% |
| 30D | +5.3% | -7.7% | +13.0% | +12.3% |
| 3M | -5.9% | +2.8% | -8.7% | -6.3% |
| 6M | +73.2% | +7.2% | +66.0% | +68.5% |
| YTD | +167.8% | +20.0% | +147.9% | +138.0% |
| 1Y | +386.0% | +33.3% | +352.7% | +300.6% |
| 3Y | +1,309.7% | +161.3% | +1,148.4% | +599.3% |
| 5Y | +957.1% | +108.8% | +848.3% | +504.4% |
| All | +1,228.2% | +338.7% | +889.5% | +305.9% |
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