+191.0%
JBL vs WAB
+164.8%
+26.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.7% |
| 7D | +4.0% | +0.2% | +3.8% | +3.8% |
| 30D | -7.5% | -4.6% | -2.9% | -4.2% |
| 3M | -14.1% | +5.6% | -19.7% | -17.8% |
| 6M | +25.9% | +13.8% | +12.1% | +14.0% |
| YTD | +36.7% | +31.9% | +4.8% | +11.4% |
| 1Y | +49.0% | +48.3% | +0.7% | +11.8% |
| All | +191.0% | +164.8% | +26.2% | +63.0% |
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