+131.4%
WMT vs JCI
+105.2%
+26.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | -2.5% | +0.4% | -2.9% | -2.6% |
| 30D | -6.4% | -7.7% | +1.3% | -5.3% |
| 3M | -12.1% | +2.8% | -14.9% | -12.7% |
| 6M | -15.0% | +7.2% | -22.2% | -16.4% |
| YTD | -4.5% | +20.0% | -24.4% | -8.2% |
| 1Y | +6.2% | +33.3% | -27.1% | -0.1% |
| 3Y | +99.9% | +161.3% | -61.4% | +65.2% |
| 5Y | +131.4% | +108.8% | +22.7% | +89.9% |
| All | +131.4% | +105.2% | +26.2% | +89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling