+1,170.3%
JBL vs WPM
+5,972.6%
-4,802.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +4.4% | +7.0% | -2.6% | +3.2% |
| 30D | -8.4% | +15.7% | -24.2% | -11.0% |
| 3M | -14.2% | +35.2% | -49.4% | -19.0% |
| 6M | +29.6% | +6.1% | +23.5% | +27.4% |
| YTD | +37.1% | +32.6% | +4.5% | +29.1% |
| 1Y | +49.5% | +46.9% | +2.6% | +38.1% |
| 3Y | +192.7% | +276.3% | -83.6% | +127.2% |
| 5Y | +411.3% | +260.0% | +151.3% | +294.4% |
| 10Y | +1,447.6% | +508.5% | +939.1% | +941.9% |
| All | +1,170.3% | +5,972.6% | -4,802.3% | +407.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling