+41,936.4%
JBL vs BBWI
+753.0%
+41,183.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +0.5% |
| 7D | +3.0% | +1.5% | +1.5% | +2.5% |
| 30D | -8.3% | -5.2% | -3.1% | -7.4% |
| 3M | -16.9% | +11.1% | -28.0% | -21.4% |
| 6M | +21.8% | -13.4% | +35.1% | +23.5% |
| YTD | +36.3% | +0.1% | +36.2% | +30.3% |
| 1Y | +49.5% | -36.1% | +85.6% | +64.4% |
| 3Y | +170.6% | -44.1% | +214.7% | +193.3% |
| 5Y | +408.4% | -66.2% | +474.6% | +518.7% |
| 10Y | +1,450.4% | -54.8% | +1,505.2% | +1,204.3% |
| All | +41,936.4% | +753.0% | +41,183.5% | +10,625.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling