+49.5%
JBL vs NWSA
+5.5%
+44.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +1.2% |
| 7D | +3.0% | -1.9% | +4.9% | +2.7% |
| 30D | -8.3% | +4.6% | -12.8% | -7.4% |
| 3M | -16.9% | +13.2% | -30.1% | -14.5% |
| 6M | +21.8% | +27.0% | -5.2% | +24.0% |
| YTD | +36.3% | +16.8% | +19.5% | +39.6% |
| 1Y | +49.5% | +4.5% | +45.0% | +56.3% |
| All | +49.5% | +5.5% | +44.0% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling