+794.5%
WFC vs JHX
+2,220.4%
-1,425.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.2% | +0.4% |
| 7D | +0.3% | -4.9% | +5.2% | +1.6% |
| 30D | +2.3% | -9.3% | +11.6% | +4.9% |
| 3M | +9.8% | +28.1% | -18.3% | +1.7% |
| 6M | +15.6% | +35.2% | -19.7% | +4.4% |
| YTD | -2.4% | +35.9% | -38.3% | -12.4% |
| 1Y | +13.8% | +42.5% | -28.7% | +0.3% |
| 3Y | +134.6% | -4.5% | +139.1% | +113.8% |
| 5Y | +127.9% | -27.1% | +155.0% | +119.1% |
| 10Y | +141.8% | +104.2% | +37.6% | +64.1% |
| All | +794.5% | +2,220.4% | -1,425.9% | +242.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling