+49.5%
JBL vs WSM
+19.9%
+29.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +0.6% |
| 7D | +3.0% | -3.3% | +6.3% | +4.5% |
| 30D | -8.3% | -8.4% | +0.1% | -4.8% |
| 3M | -16.9% | +9.7% | -26.6% | -21.4% |
| 6M | +21.8% | +16.7% | +5.1% | +10.6% |
| YTD | +36.3% | +28.7% | +7.6% | +20.3% |
| 1Y | +49.5% | +13.7% | +35.8% | +34.5% |
| All | +49.5% | +19.9% | +29.6% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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