+50,463.8%
JBL vs WAB
+4,115.8%
+46,348.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | +4.4% | +1.7% | +2.7% | +3.6% |
| 30D | -8.4% | -2.4% | -6.0% | -7.3% |
| 3M | -14.2% | +9.7% | -23.8% | -18.1% |
| 6M | +29.6% | +16.5% | +13.1% | +20.5% |
| YTD | +37.1% | +33.7% | +3.4% | +19.3% |
| 1Y | +49.5% | +49.7% | -0.2% | +23.3% |
| 3Y | +192.7% | +170.9% | +21.7% | +82.4% |
| 5Y | +411.3% | +228.0% | +183.3% | +191.1% |
| 10Y | +1,447.6% | +284.8% | +1,162.8% | +668.1% |
| All | +50,463.8% | +4,115.8% | +46,348.0% | +9,677.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling