+48.7%
WM vs JHX
-4.9%
+53.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | +3.2% | -0.2% | +3.4% | +3.2% |
| 30D | +13.0% | +13.1% | -0.1% | +12.8% |
| 3M | +9.2% | -10.0% | +19.2% | +9.2% |
| 6M | +13.6% | +38.9% | -25.3% | +13.2% |
| YTD | +12.4% | +34.0% | -21.6% | +12.0% |
| 1Y | +21.2% | +66.0% | -44.8% | +20.4% |
| 3Y | +48.7% | -6.2% | +54.9% | +44.1% |
| All | +48.7% | -4.9% | +53.6% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling