-28.4%
WDC vs JCI
-5.3%
-23.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.5% | +5.9% | +5.2% |
| 7D | -3.2% | +2.9% | -6.2% | -5.5% |
| 30D | -19.0% | -6.9% | -12.1% | -13.2% |
| 3M | -28.4% | -6.3% | -22.1% | -21.0% |
| All | -28.4% | -5.3% | -23.1% | -21.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling