+4,488.5%
JBL vs WCN
+6,767.3%
-2,278.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | +4.4% | -0.4% | +4.9% | +4.6% |
| 30D | -8.4% | -2.1% | -6.3% | -7.9% |
| 3M | -14.2% | +6.4% | -20.5% | -16.6% |
| 6M | +29.6% | -3.7% | +33.3% | +29.4% |
| YTD | +37.1% | -6.4% | +43.4% | +38.0% |
| 1Y | +49.5% | -7.9% | +57.4% | +50.8% |
| 3Y | +192.7% | +20.8% | +171.9% | +165.8% |
| 5Y | +411.3% | +29.0% | +382.4% | +352.1% |
| 10Y | +1,447.6% | +236.4% | +1,211.3% | +908.7% |
| All | +4,488.5% | +6,767.3% | -2,278.8% | +1,644.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling