+388.3%
JBL vs BWA
+86.5%
+301.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.4% | -3.1% |
| 7D | -1.0% | -0.1% | -1.0% | -1.0% |
| 30D | -15.1% | -5.5% | -9.6% | -12.8% |
| 3M | -14.0% | -7.6% | -6.4% | -10.9% |
| 6M | +20.6% | +25.0% | -4.3% | +8.4% |
| YTD | +32.9% | +47.0% | -14.1% | +7.8% |
| 1Y | +40.5% | +54.0% | -13.5% | +10.8% |
| 3Y | +183.7% | +70.7% | +113.1% | +104.0% |
| 5Y | +388.3% | +86.7% | +301.7% | +214.6% |
| All | +388.3% | +86.5% | +301.8% | +214.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling