+388.3%
JBL vs WPM
+252.7%
+135.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.7% | +0.9% | -1.9% |
| 7D | -1.0% | -3.6% | +2.6% | -0.2% |
| 30D | -15.1% | +12.5% | -27.5% | -17.6% |
| 3M | -14.0% | +40.6% | -54.7% | -21.2% |
| 6M | +20.6% | +0.5% | +20.1% | +18.5% |
| YTD | +32.9% | +29.0% | +3.9% | +23.7% |
| 1Y | +40.5% | +43.8% | -3.3% | +27.6% |
| 3Y | +183.7% | +266.3% | -82.5% | +105.8% |
| 5Y | +388.3% | +255.1% | +133.2% | +242.7% |
| All | +388.3% | +252.7% | +135.7% | +242.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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