+1,447.0%
JBL vs BBWI
-57.7%
+1,504.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.4% |
| 7D | -1.0% | -8.0% | +7.0% | +1.0% |
| 30D | -15.1% | -6.6% | -8.4% | -14.2% |
| 3M | -14.0% | -2.7% | -11.3% | -14.6% |
| 6M | +20.6% | -12.8% | +33.4% | +21.8% |
| YTD | +32.9% | -10.5% | +43.4% | +32.6% |
| 1Y | +40.5% | -35.3% | +75.9% | +50.7% |
| 3Y | +183.7% | -47.7% | +231.5% | +208.7% |
| 5Y | +388.3% | -68.9% | +457.2% | +480.3% |
| All | +1,447.0% | -57.7% | +1,504.7% | +1,120.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling