+428.1%
WMT vs JCI
+348.5%
+79.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.9% |
| 7D | 0.0% | +0.7% | -0.7% | -0.1% |
| 30D | -7.4% | -4.4% | -3.0% | -6.7% |
| 3M | -10.9% | +1.7% | -12.5% | -11.4% |
| 6M | -12.7% | +8.8% | -21.5% | -14.5% |
| YTD | -3.2% | +22.6% | -25.9% | -7.5% |
| 1Y | +5.3% | +36.2% | -31.0% | -1.7% |
| 3Y | +101.9% | +168.0% | -66.2% | +63.6% |
| 5Y | +134.6% | +113.5% | +21.1% | +95.5% |
| All | +428.1% | +348.5% | +79.5% | +269.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling