+1,502.6%
JBL vs WCC
+1,713.7%
-211.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.9% | -2.3% | -0.1% |
| 7D | +3.0% | +4.5% | -1.4% | +1.2% |
| 30D | -8.3% | -5.8% | -2.5% | -6.0% |
| 3M | -16.9% | -3.7% | -13.2% | -15.6% |
| 6M | +21.8% | +23.1% | -1.3% | +11.9% |
| YTD | +36.3% | +44.2% | -7.8% | +17.1% |
| 1Y | +49.5% | +62.1% | -12.6% | +21.9% |
| 3Y | +170.6% | +121.1% | +49.5% | +84.9% |
| 5Y | +408.4% | +214.0% | +194.4% | +187.3% |
| 10Y | +1,450.4% | +472.8% | +977.6% | +517.1% |
| All | +1,502.6% | +1,713.7% | -211.1% | +172.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling