+23.7%
WMB vs JHX
+44.7%
-21.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +8.3% | -14.7% | -5.6% |
| 7D | -8.6% | +13.3% | -21.9% | -7.6% |
| 30D | -4.2% | +17.1% | -21.3% | -2.8% |
| 3M | -4.4% | +4.1% | -8.5% | -3.6% |
| 6M | -8.7% | +48.5% | -57.2% | -6.0% |
| YTD | +15.4% | +42.3% | -26.9% | +20.8% |
| 1Y | +23.7% | +47.4% | -23.6% | +30.3% |
| All | +23.7% | +44.7% | -21.0% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling