+112.4%
WFC vs JCI
+291.9%
-179.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.6% |
| 7D | +2.5% | +3.2% | -0.7% | +0.6% |
| 30D | +7.0% | -8.6% | +15.6% | +11.4% |
| 3M | -1.8% | -7.7% | +6.0% | +1.2% |
| 6M | +18.4% | -2.6% | +21.0% | +16.6% |
| YTD | -5.6% | +17.4% | -23.0% | -18.1% |
| 1Y | +3.9% | +16.9% | -13.0% | -9.8% |
| 3Y | +126.3% | +186.7% | -60.4% | +5.8% |
| 5Y | +91.1% | +95.4% | -4.2% | +12.6% |
| All | +112.4% | +291.9% | -179.4% | -31.9% |
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