+280.9%
WMB vs JCI
+299.8%
-18.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +1.1% |
| 7D | +1.6% | +2.9% | -1.3% | +0.3% |
| 30D | -7.1% | -6.9% | -0.1% | -4.1% |
| 3M | -4.0% | -6.3% | +2.3% | -1.5% |
| 6M | -5.7% | +2.6% | -8.3% | -7.9% |
| YTD | +17.2% | +21.8% | -4.6% | +4.7% |
| 1Y | +17.2% | +19.6% | -2.4% | +5.5% |
| 3Y | +121.1% | +194.9% | -73.9% | +22.2% |
| 5Y | +197.2% | +108.1% | +89.0% | +92.0% |
| 10Y | +280.9% | +307.6% | -26.7% | +38.7% |
| All | +280.9% | +299.8% | -18.8% | +38.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling