+281.4%
WMB vs JCI
+291.9%
-10.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.5% |
| 7D | +7.8% | +3.2% | +4.6% | +6.3% |
| 30D | -5.1% | -8.6% | +3.5% | -1.3% |
| 3M | -4.7% | -7.7% | +3.0% | -1.6% |
| 6M | -7.4% | -2.6% | -4.8% | -7.5% |
| YTD | +17.5% | +17.4% | +0.1% | +6.7% |
| 1Y | +19.5% | +16.9% | +2.6% | +8.6% |
| 3Y | +121.3% | +186.7% | -65.5% | +23.8% |
| 5Y | +200.5% | +95.4% | +105.2% | +100.8% |
| All | +281.4% | +291.9% | -10.5% | +41.3% |
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