+97.4%
JBL vs WAB
+168.8%
-71.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -1.6% |
| 7D | +6.3% | +5.1% | +1.3% | +2.4% |
| 30D | -13.5% | +4.0% | -17.5% | -15.9% |
| 3M | -31.3% | +0.1% | -31.4% | -31.2% |
| 6M | -28.4% | +12.8% | -41.2% | -34.7% |
| YTD | +11.6% | +40.1% | -28.5% | -13.4% |
| 1Y | +26.1% | +46.4% | -20.2% | -5.2% |
| 3Y | +97.4% | +167.4% | -70.0% | -5.3% |
| All | +97.4% | +168.8% | -71.5% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling