+1,525.1%
JBL vs BWA
+156.8%
+1,368.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.5% | +3.6% | +4.3% |
| 7D | +2.4% | -1.3% | +3.7% | +3.1% |
| 30D | -13.1% | -2.9% | -10.2% | -11.8% |
| 3M | -15.6% | -10.7% | -4.9% | -10.6% |
| 6M | +24.6% | +26.5% | -1.9% | +9.8% |
| YTD | +39.6% | +49.1% | -9.5% | +9.8% |
| 1Y | +48.6% | +52.1% | -3.4% | +15.1% |
| 3Y | +197.3% | +72.6% | +124.7% | +106.3% |
| 5Y | +413.0% | +89.4% | +323.6% | +226.2% |
| All | +1,525.1% | +156.8% | +1,368.3% | +751.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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