+1,148.2%
JBL vs WAT
+222.4%
+925.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | +6.3% | +0.6% | +5.8% | +6.1% |
| 30D | -13.5% | +5.4% | -18.9% | -15.3% |
| 3M | -31.3% | +11.3% | -42.6% | -34.6% |
| 6M | -28.4% | +37.4% | -65.9% | -38.0% |
| YTD | +11.6% | +21.2% | -9.6% | +0.2% |
| 1Y | +26.1% | +21.3% | +4.8% | +13.1% |
| 3Y | +97.4% | +83.4% | +14.0% | +34.1% |
| 5Y | +301.0% | +29.0% | +272.0% | +220.9% |
| All | +1,148.2% | +222.4% | +925.8% | +532.3% |
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