+1,447.0%
JBL vs WAT
+166.5%
+1,280.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.4% |
| 7D | -1.0% | -2.9% | +1.9% | +0.2% |
| 30D | -15.1% | -3.2% | -11.9% | -14.0% |
| 3M | -14.0% | +10.6% | -24.6% | -17.8% |
| 6M | +20.6% | +34.0% | -13.4% | +4.8% |
| YTD | +32.9% | +5.7% | +27.2% | +26.7% |
| 1Y | +40.5% | +37.1% | +3.5% | +18.0% |
| 3Y | +183.7% | +52.4% | +131.4% | +110.7% |
| 5Y | +388.3% | -4.4% | +392.8% | +354.8% |
| All | +1,447.0% | +166.5% | +1,280.5% | +748.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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