+2.5%
WFC vs JCI
+27.0%
-24.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.3% | +8.5% | +3.0% |
| 7D | +4.5% | -10.7% | +15.2% | +6.1% |
| 30D | +7.4% | -10.4% | +17.8% | +9.0% |
| 3M | -0.5% | -8.3% | +7.7% | +0.5% |
| 6M | +11.7% | -2.1% | +13.8% | +10.9% |
| YTD | -4.6% | +18.4% | -23.0% | -9.0% |
| 1Y | +2.5% | +27.7% | -25.1% | -2.6% |
| All | +2.5% | +27.0% | -24.5% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling