+23.7%
JBL vs BBWI
+2.4%
+21.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +4.1% | -8.9% | -5.2% |
| 7D | -11.1% | +8.8% | -19.9% | -11.9% |
| 30D | -14.1% | +34.8% | -48.9% | -17.0% |
| 3M | -23.9% | +12.9% | -36.9% | -24.9% |
| 6M | -24.1% | +29.6% | -53.7% | -27.2% |
| YTD | +13.5% | +20.8% | -7.3% | +10.5% |
| 1Y | +23.7% | +4.1% | +19.7% | +22.5% |
| All | +23.7% | +2.4% | +21.3% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling