+34,313.4%
JBL vs BBWI
+835.2%
+33,478.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.7% |
| 7D | +6.3% | +0.1% | +6.2% | +6.3% |
| 30D | -13.5% | +12.9% | -26.4% | -17.7% |
| 3M | -31.3% | +16.0% | -47.3% | -36.2% |
| 6M | -28.4% | +16.6% | -45.1% | -34.7% |
| YTD | +11.6% | +9.7% | +1.8% | +1.9% |
| 1Y | +26.1% | +1.5% | +24.6% | +16.2% |
| 3Y | +97.4% | -21.4% | +118.7% | +87.0% |
| 5Y | +301.0% | -67.6% | +368.6% | +391.7% |
| 10Y | +1,151.1% | -46.8% | +1,197.9% | +877.9% |
| All | +34,313.4% | +835.2% | +33,478.2% | +8,288.8% |
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