+1,148.2%
JBL vs WCC
+431.3%
+716.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.4% |
| 7D | +6.3% | +9.9% | -3.6% | +1.7% |
| 30D | -13.5% | -8.4% | -5.0% | -10.0% |
| 3M | -31.3% | -10.3% | -21.0% | -27.7% |
| 6M | -28.4% | -10.5% | -18.0% | -24.7% |
| YTD | +11.6% | +32.2% | -20.6% | -2.3% |
| 1Y | +26.1% | +25.5% | +0.6% | +12.9% |
| 3Y | +97.4% | +134.7% | -37.3% | +24.0% |
| 5Y | +301.0% | +139.9% | +161.1% | +132.8% |
| All | +1,148.2% | +431.3% | +716.9% | +296.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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