+991.6%
WDC vs JCI
+111.9%
+879.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.8% |
| 7D | +7.5% | +4.1% | +3.4% | +4.2% |
| 30D | +10.1% | -3.8% | +13.9% | +13.6% |
| 3M | -6.8% | -1.6% | -5.2% | -4.2% |
| 6M | +84.1% | +9.5% | +74.6% | +76.6% |
| YTD | +180.3% | +21.7% | +158.5% | +147.8% |
| 1Y | +411.1% | +37.1% | +373.9% | +316.6% |
| 3Y | +1,375.0% | +165.2% | +1,209.8% | +669.4% |
| 5Y | +991.6% | +110.3% | +881.3% | +512.5% |
| All | +991.6% | +111.9% | +879.7% | +512.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling