+8,627.7%
WFC vs JCI
+2,331.5%
+6,296.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.3% |
| 7D | +3.8% | +3.8% | 0.0% | +2.5% |
| 30D | +1.5% | -5.7% | +7.1% | +3.3% |
| 3M | +10.9% | -1.4% | +12.3% | +10.9% |
| 6M | +8.4% | +4.1% | +4.3% | +6.3% |
| YTD | -1.9% | +21.7% | -23.6% | -8.7% |
| 1Y | +12.3% | +36.1% | -23.8% | +0.6% |
| 3Y | +132.3% | +154.4% | -22.1% | +69.3% |
| 5Y | +130.1% | +112.0% | +18.0% | +75.9% |
| 10Y | +134.4% | +322.2% | -187.8% | +46.3% |
| All | +8,627.7% | +2,331.5% | +6,296.2% | +2,351.8% |
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