+100.5%
WMB vs JCI
+174.6%
-74.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -1.0% |
| 7D | -13.8% | -9.4% | -4.4% | -11.3% |
| 30D | -10.3% | -13.4% | +3.1% | -6.7% |
| 3M | -10.1% | -12.4% | +2.3% | -6.8% |
| 6M | -11.8% | -5.1% | -6.7% | -10.9% |
| YTD | +8.9% | +13.7% | -4.8% | +4.3% |
| 1Y | +14.0% | +11.4% | +2.6% | +9.7% |
| 3Y | +100.5% | +175.9% | -75.4% | +51.7% |
| All | +100.5% | +174.6% | -74.1% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling