+1,525.1%
JBL vs WAB
+296.8%
+1,228.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.1% | +4.0% | +4.4% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | -13.1% | -4.1% | -9.0% | -10.8% |
| 3M | -15.6% | +8.2% | -23.8% | -19.8% |
| 6M | +24.6% | +15.4% | +9.2% | +14.2% |
| YTD | +39.6% | +33.1% | +6.5% | +17.6% |
| 1Y | +48.6% | +48.1% | +0.6% | +17.6% |
| 3Y | +197.3% | +167.7% | +29.5% | +66.4% |
| 5Y | +413.0% | +225.7% | +187.3% | +155.4% |
| All | +1,525.1% | +296.8% | +1,228.2% | +548.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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