+1,667.5%
JBL vs NWSA
+121.6%
+1,545.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +4.0% | -3.4% | +7.4% | +5.7% |
| 30D | -7.5% | +3.9% | -11.4% | -9.4% |
| 3M | -14.1% | +8.9% | -22.9% | -18.8% |
| 6M | +25.9% | +21.2% | +4.7% | +12.2% |
| YTD | +36.7% | +13.8% | +22.8% | +24.8% |
| 1Y | +49.0% | +1.4% | +47.6% | +43.7% |
| 3Y | +191.8% | +44.0% | +147.8% | +134.8% |
| 5Y | +409.8% | +40.5% | +369.3% | +304.4% |
| 10Y | +1,509.2% | +149.2% | +1,360.0% | +795.5% |
| All | +1,667.5% | +121.6% | +1,545.9% | +921.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling