+735.9%
WMB vs JHX
+2,279.7%
-1,543.9%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.1% |
| 7D | 0.0% | +1.6% | -1.6% | -0.5% |
| 30D | +4.6% | -5.0% | +9.6% | +5.8% |
| 3M | +5.7% | +24.5% | -18.7% | -1.1% |
| 6M | +4.2% | +34.9% | -30.7% | -6.0% |
| YTD | +26.8% | +39.3% | -12.5% | +12.9% |
| 1Y | +34.7% | +48.6% | -13.9% | +16.7% |
| 3Y | +146.8% | -2.0% | +148.8% | +118.9% |
| 5Y | +285.0% | -24.4% | +309.4% | +256.3% |
| 10Y | +313.2% | +109.4% | +203.7% | +161.1% |
| All | +735.9% | +2,279.7% | -1,543.9% | +168.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling