+183.0%
JBL vs GWW
+88.4%
+94.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.5% |
| 7D | -1.0% | -3.1% | +2.1% | +0.4% |
| 30D | -15.1% | -2.3% | -12.7% | -14.2% |
| 3M | -14.0% | -3.3% | -10.7% | -13.3% |
| 6M | +20.6% | +15.4% | +5.2% | +10.6% |
| YTD | +32.9% | +26.7% | +6.1% | +15.4% |
| 1Y | +40.5% | +29.0% | +11.6% | +20.8% |
| All | +183.0% | +88.4% | +94.6% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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