+8,268.6%
WFC vs JCI
+2,274.1%
+5,994.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.9% | -5.9% | +6.7% | +2.6% |
| 30D | +3.3% | -10.4% | +13.6% | +6.3% |
| 3M | -1.4% | -6.1% | +4.7% | -0.2% |
| 6M | +14.7% | +1.7% | +13.0% | +12.6% |
| YTD | -5.9% | +18.9% | -24.8% | -12.4% |
| 1Y | +1.8% | +16.1% | -14.3% | -4.6% |
| 3Y | +124.9% | +187.8% | -62.9% | +56.7% |
| 5Y | +92.7% | +103.2% | -10.5% | +48.5% |
| 10Y | +118.2% | +288.2% | -170.0% | +38.7% |
| All | +8,268.6% | +2,274.1% | +5,994.6% | +2,252.8% |
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