+409.8%
JBL vs WAT
-4.9%
+414.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +4.0% | -1.8% | +5.8% | +4.6% |
| 30D | -7.5% | -1.7% | -5.8% | -7.0% |
| 3M | -14.1% | +9.1% | -23.1% | -16.5% |
| 6M | +25.9% | +32.4% | -6.6% | +13.7% |
| YTD | +36.7% | +6.6% | +30.1% | +31.8% |
| 1Y | +49.0% | +34.7% | +14.3% | +31.0% |
| 3Y | +191.8% | +53.6% | +138.2% | +129.5% |
| 5Y | +409.8% | -4.1% | +413.9% | +360.2% |
| All | +409.8% | -4.9% | +414.7% | +360.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling