+1,148.2%
JBL vs WEC
+197.9%
+950.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.4% |
| 7D | +6.3% | +2.3% | +4.0% | +5.9% |
| 30D | -13.5% | +11.1% | -24.6% | -15.4% |
| 3M | -31.3% | +8.4% | -39.8% | -32.6% |
| 6M | -28.4% | +7.5% | -35.9% | -29.8% |
| YTD | +11.6% | +15.3% | -3.8% | +7.7% |
| 1Y | +26.1% | +9.7% | +16.4% | +23.0% |
| 3Y | +97.4% | +64.7% | +32.7% | +71.5% |
| 5Y | +301.0% | +57.3% | +243.7% | +248.8% |
| All | +1,148.2% | +197.9% | +950.3% | +939.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling