+1,525.1%
JBL vs NWSA
+149.4%
+1,375.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.8% | +4.9% |
| 7D | +2.4% | -2.8% | +5.2% | +3.9% |
| 30D | -13.1% | +3.0% | -16.1% | -14.6% |
| 3M | -15.6% | +12.3% | -27.9% | -21.7% |
| 6M | +24.6% | +21.9% | +2.7% | +10.0% |
| YTD | +39.6% | +13.6% | +26.0% | +26.9% |
| 1Y | +48.6% | +0.5% | +48.1% | +44.0% |
| 3Y | +197.3% | +43.8% | +153.5% | +135.5% |
| 5Y | +413.0% | +41.2% | +371.8% | +298.5% |
| All | +1,525.1% | +149.4% | +1,375.7% | +748.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling