+8,919.3%
WMT vs JCI
+2,355.5%
+6,563.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.2% |
| 7D | +0.1% | +5.1% | -5.0% | -0.7% |
| 30D | -5.0% | -3.8% | -1.1% | -4.4% |
| 3M | -11.3% | +1.9% | -13.2% | -11.8% |
| 6M | -13.8% | +11.2% | -25.0% | -15.7% |
| YTD | -4.2% | +22.9% | -27.2% | -8.1% |
| 1Y | +4.6% | +37.4% | -32.8% | -1.7% |
| 3Y | +100.5% | +167.8% | -67.3% | +66.6% |
| 5Y | +129.7% | +115.0% | +14.6% | +95.8% |
| 10Y | +423.4% | +325.3% | +98.1% | +288.4% |
| All | +8,919.3% | +2,355.5% | +6,563.7% | +3,288.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling