+1,148.2%
JBL vs BWA
+94.2%
+1,054.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | +6.3% | +4.3% | +2.1% | +4.0% |
| 30D | -13.5% | -13.0% | -0.5% | -6.5% |
| 3M | -31.3% | -24.8% | -6.5% | -19.8% |
| 6M | -28.4% | -23.5% | -4.9% | -17.4% |
| YTD | +11.6% | +13.8% | -2.3% | +1.4% |
| 1Y | +26.1% | +13.4% | +12.7% | +14.7% |
| 3Y | +97.4% | +62.8% | +34.6% | +41.1% |
| 5Y | +301.0% | +28.5% | +272.5% | +215.5% |
| All | +1,148.2% | +94.2% | +1,054.0% | +637.5% |
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