+23.7%
JBL vs WEC
+9.7%
+14.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.3% | -7.2% | -4.2% |
| 7D | -11.1% | +6.9% | -18.0% | -9.7% |
| 30D | -14.1% | +16.6% | -30.7% | -11.9% |
| 3M | -23.9% | +9.1% | -33.0% | -23.0% |
| 6M | -24.1% | +3.2% | -27.3% | -24.6% |
| YTD | +13.5% | +14.9% | -1.4% | +11.8% |
| 1Y | +23.7% | +9.2% | +14.5% | +21.9% |
| All | +23.7% | +9.7% | +14.1% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 1y: compounded portfolio wealth divided by compounded WEC 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…
1y analysis · Full analysis span regression · 6 months rolling