+388.3%
JBL vs WEC
+30.3%
+358.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.7% |
| 7D | -1.0% | -1.3% | +0.2% | -1.0% |
| 30D | -15.1% | -0.4% | -14.7% | -15.1% |
| 3M | -14.0% | -6.8% | -7.3% | -14.0% |
| 6M | +20.6% | -6.4% | +27.0% | +20.7% |
| YTD | +32.9% | +2.5% | +30.4% | +32.2% |
| 1Y | +40.5% | -0.4% | +40.9% | +39.9% |
| 3Y | +183.7% | +38.5% | +145.2% | +172.9% |
| 5Y | +388.3% | +31.7% | +356.7% | +355.5% |
| All | +388.3% | +30.3% | +358.0% | +355.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling