+191.0%
JBL vs BBWI
-47.8%
+238.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.3% | +6.0% | +1.2% |
| 7D | +4.0% | -4.4% | +8.4% | +5.0% |
| 30D | -7.5% | -7.4% | -0.1% | -6.4% |
| 3M | -14.1% | -2.2% | -11.8% | -14.8% |
| 6M | +25.9% | -16.3% | +42.2% | +28.7% |
| YTD | +36.7% | -9.1% | +45.8% | +35.9% |
| 1Y | +49.0% | -34.5% | +83.5% | +61.2% |
| All | +191.0% | -47.8% | +238.8% | +260.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling