+17,845.4%
WDC vs JCI
+2,331.5%
+15,513.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.9% | +4.0% | +5.1% |
| 7D | +1.7% | +3.8% | -2.1% | +0.2% |
| 30D | -10.0% | -5.7% | -4.3% | -7.7% |
| 3M | -18.8% | -1.4% | -17.4% | -17.4% |
| 6M | +79.0% | +4.1% | +74.9% | +79.1% |
| YTD | +171.6% | +21.7% | +149.8% | +154.4% |
| 1Y | +417.4% | +36.1% | +381.2% | +364.8% |
| 3Y | +1,251.8% | +154.4% | +1,097.4% | +852.4% |
| 5Y | +911.7% | +112.0% | +799.7% | +662.8% |
| 10Y | +1,399.6% | +322.2% | +1,077.4% | +782.5% |
| All | +17,845.4% | +2,331.5% | +15,513.9% | +4,683.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling