+12,700.1%
JBL vs WAT
+12,173.3%
+526.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -34.4% |
| 6M | -28.4% | +37.4% | -65.9% | -37.6% |
| YTD | +11.6% | +21.2% | -9.6% | +0.5% |
| 1Y | +26.1% | +21.3% | +4.8% | +13.5% |
| 3Y | +97.4% | +83.4% | +14.0% | +42.4% |
| 5Y | +301.0% | +29.0% | +272.0% | +229.4% |
| 10Y | +1,151.1% | +223.9% | +927.2% | +587.7% |
| All | +12,700.1% | +12,173.3% | +526.8% | +1,841.9% |
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