+265.8%
WMB vs JHX
-27.7%
+293.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | -1.0% | -6.3% | +5.3% | -0.6% |
| 30D | -0.4% | -7.7% | +7.3% | +0.1% |
| 3M | +3.2% | +19.2% | -16.0% | +1.7% |
| 6M | +0.1% | +38.3% | -38.2% | -2.9% |
| YTD | +23.9% | +37.2% | -13.3% | +20.1% |
| 1Y | +27.6% | +42.3% | -14.7% | +23.0% |
| 3Y | +141.9% | -4.4% | +146.3% | +131.5% |
| All | +265.8% | -27.7% | +293.5% | +241.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling