+140.1%
WMB vs JHX
-5.4%
+145.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -3.1% |
| 7D | -1.7% | -4.9% | +3.2% | -1.6% |
| 30D | +0.7% | -9.3% | +10.0% | +0.8% |
| 3M | +1.5% | +28.1% | -26.6% | +1.1% |
| 6M | +0.1% | +35.2% | -35.1% | -0.6% |
| YTD | +22.9% | +35.9% | -12.9% | +22.2% |
| 1Y | +27.9% | +42.5% | -14.7% | +26.8% |
| All | +140.1% | -5.4% | +145.5% | +144.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling