+303.5%
WM vs JHX
+104.2%
+199.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.5% |
| 7D | -3.1% | -4.9% | +1.7% | -2.5% |
| 30D | -5.3% | -9.3% | +4.0% | -4.2% |
| 3M | -4.2% | +28.1% | -32.3% | -7.5% |
| 6M | -8.1% | +35.2% | -43.3% | -12.4% |
| YTD | -1.4% | +35.9% | -37.3% | -6.3% |
| 1Y | +0.2% | +42.5% | -42.3% | -5.7% |
| 3Y | +43.1% | -4.5% | +47.6% | +35.2% |
| 5Y | +49.8% | -27.1% | +76.9% | +46.7% |
| All | +303.5% | +104.2% | +199.2% | +197.1% |
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 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