+36,093.4%
JBL vs BWA
+2,606.8%
+33,486.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.6% |
| 3M | -31.3% | -24.8% | -6.5% | -19.9% |
| 6M | -28.4% | -23.5% | -4.9% | -17.5% |
| YTD | +11.6% | +13.8% | -2.3% | +1.6% |
| 1Y | +26.1% | +13.4% | +12.7% | +14.9% |
| 3Y | +97.4% | +62.8% | +34.6% | +43.2% |
| 5Y | +301.0% | +28.5% | +272.5% | +220.5% |
| 10Y | +1,151.1% | +95.4% | +1,055.7% | +643.9% |
| All | +36,093.4% | +2,606.8% | +33,486.6% | +5,537.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling