+388.3%
JBL vs WAB
+220.1%
+168.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | -15.1% | -5.9% | -9.2% | -11.3% |
| 3M | -14.0% | +9.4% | -23.4% | -19.9% |
| 6M | +20.6% | +13.8% | +6.8% | +9.4% |
| YTD | +32.9% | +31.8% | +1.1% | +8.5% |
| 1Y | +40.5% | +48.5% | -8.0% | +5.3% |
| 3Y | +183.7% | +167.0% | +16.8% | +38.8% |
| 5Y | +388.3% | +222.3% | +166.0% | +102.9% |
| All | +388.3% | +220.1% | +168.2% | +102.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling