+145.0%
WFC vs JHX
+106.3%
+38.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | +0.4% | -6.3% | +6.7% | +2.2% |
| 30D | +1.5% | -7.7% | +9.3% | +3.7% |
| 3M | +10.2% | +19.2% | -9.0% | +4.0% |
| 6M | +18.8% | +38.3% | -19.5% | +6.0% |
| YTD | -1.5% | +37.2% | -38.7% | -12.4% |
| 1Y | +13.5% | +42.3% | -28.7% | -0.7% |
| 3Y | +135.0% | -4.4% | +139.4% | +110.3% |
| 5Y | +130.1% | -26.4% | +156.4% | +121.3% |
| All | +145.0% | +106.3% | +38.7% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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