+130.7%
WFC vs JCI
+169.7%
-38.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.6% |
| 7D | +1.1% | +5.1% | -4.1% | -1.0% |
| 30D | +0.8% | -3.8% | +4.7% | +2.3% |
| 3M | +9.3% | +1.9% | +7.4% | +7.7% |
| 6M | +10.6% | +11.2% | -0.6% | +4.3% |
| YTD | -4.1% | +22.9% | -27.0% | -14.1% |
| 1Y | +13.6% | +37.4% | -23.8% | -4.1% |
| 3Y | +130.7% | +167.8% | -37.1% | +46.4% |
| All | +130.7% | +169.7% | -38.9% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling