+15,535.5%
JBL vs WAT
+10,816.8%
+4,718.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.9% |
| 7D | +3.0% | -1.3% | +4.3% | +3.6% |
| 30D | -8.3% | +2.3% | -10.6% | -9.2% |
| 3M | -16.9% | +8.7% | -25.6% | -19.9% |
| 6M | +21.8% | +28.3% | -6.6% | +8.3% |
| YTD | +36.3% | +7.8% | +28.5% | +29.0% |
| 1Y | +49.5% | +36.6% | +12.9% | +27.3% |
| 3Y | +170.6% | +45.7% | +125.0% | +114.5% |
| 5Y | +408.4% | -3.3% | +411.7% | +370.3% |
| 10Y | +1,450.4% | +162.1% | +1,288.3% | +826.4% |
| All | +15,535.5% | +10,816.8% | +4,718.7% | +2,392.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling