+197.3%
JBL vs WCN
+18.4%
+178.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.9% | +5.1% |
| 7D | +2.4% | -3.1% | +5.5% | +2.1% |
| 30D | -13.1% | -3.4% | -9.7% | -13.4% |
| 3M | -15.6% | +3.0% | -18.6% | -16.0% |
| 6M | +24.6% | -3.8% | +28.3% | +24.8% |
| YTD | +39.6% | -8.3% | +47.9% | +40.6% |
| 1Y | +48.6% | -9.7% | +58.4% | +50.3% |
| 3Y | +197.3% | +17.2% | +180.1% | +191.4% |
| All | +197.3% | +18.4% | +178.9% | +191.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 3y: compounded portfolio wealth divided by compounded WCN 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…
3y analysis · Full analysis span regression · 6 months rolling