+191.0%
JBL vs BWA
+67.1%
+123.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.3% |
| 7D | +4.0% | +0.1% | +3.9% | +3.9% |
| 30D | -7.5% | -5.6% | -1.9% | -5.2% |
| 3M | -14.1% | -10.7% | -3.4% | -10.0% |
| 6M | +25.9% | +23.2% | +2.7% | +16.0% |
| YTD | +36.7% | +46.0% | -9.3% | +15.1% |
| 1Y | +49.0% | +51.2% | -2.2% | +23.1% |
| All | +191.0% | +67.1% | +123.9% | +119.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling