+44,110.7%
JBL vs BWA
+3,492.4%
+40,618.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.2% | 0.0% |
| 7D | +3.0% | +5.7% | -2.6% | 0.0% |
| 30D | -8.3% | +1.4% | -9.7% | -9.1% |
| 3M | -16.9% | -12.1% | -4.8% | -11.2% |
| 6M | +21.8% | +28.6% | -6.8% | +6.2% |
| YTD | +36.3% | +51.1% | -14.8% | +6.5% |
| 1Y | +49.5% | +55.9% | -6.4% | +14.2% |
| 3Y | +170.6% | +70.1% | +100.5% | +90.2% |
| 5Y | +408.4% | +90.7% | +317.7% | +227.2% |
| 10Y | +1,450.4% | +154.0% | +1,296.4% | +694.9% |
| All | +44,110.7% | +3,492.4% | +40,618.4% | +5,806.4% |
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