+142.7%
WFC vs JCI
+338.7%
-196.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | +0.6% |
| 7D | +0.3% | +0.4% | -0.1% | 0.0% |
| 30D | +2.3% | -7.7% | +10.0% | +7.1% |
| 3M | +9.8% | +2.8% | +7.0% | +7.0% |
| 6M | +15.6% | +7.2% | +8.3% | +8.6% |
| YTD | -2.4% | +20.0% | -22.4% | -15.0% |
| 1Y | +13.8% | +33.3% | -19.4% | -7.7% |
| 3Y | +134.6% | +161.3% | -26.7% | +19.4% |
| 5Y | +127.9% | +108.8% | +19.1% | +30.4% |
| All | +142.7% | +338.7% | -196.0% | -21.7% |
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