+1,525.1%
JBL vs WSM
+1,071.8%
+453.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.1% | +3.9% | +4.7% |
| 7D | +2.4% | -0.5% | +2.9% | +2.6% |
| 30D | -13.1% | -7.7% | -5.4% | -10.9% |
| 3M | -15.6% | +3.8% | -19.4% | -16.9% |
| 6M | +24.6% | +22.7% | +1.9% | +16.1% |
| YTD | +39.6% | +28.0% | +11.6% | +28.3% |
| 1Y | +48.6% | +12.7% | +35.9% | +41.8% |
| 3Y | +197.3% | +231.3% | -34.0% | +93.0% |
| 5Y | +413.0% | +177.2% | +235.8% | +236.4% |
| All | +1,525.1% | +1,071.8% | +453.3% | +500.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling