+278.8%
WMB vs JCI
+113.2%
+165.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.4% |
| 7D | +0.6% | +3.8% | -3.3% | -0.5% |
| 30D | +3.3% | -5.7% | +8.9% | +4.8% |
| 3M | +3.1% | -1.4% | +4.5% | +3.1% |
| 6M | -0.7% | +4.1% | -4.8% | -2.5% |
| YTD | +25.2% | +21.7% | +3.4% | +17.2% |
| 1Y | +32.9% | +36.1% | -3.3% | +20.0% |
| 3Y | +140.6% | +154.4% | -13.9% | +78.3% |
| All | +278.8% | +113.2% | +165.6% | +182.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling