+183.0%
JBL vs WSM
+226.4%
-43.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.2% |
| 7D | -1.0% | +0.4% | -1.5% | -1.1% |
| 30D | -15.1% | -10.7% | -4.4% | -12.0% |
| 3M | -14.0% | +8.5% | -22.5% | -16.7% |
| 6M | +20.6% | +19.6% | +1.0% | +13.0% |
| YTD | +32.9% | +26.6% | +6.3% | +22.6% |
| 1Y | +40.5% | +12.0% | +28.6% | +34.0% |
| All | +183.0% | +226.4% | -43.5% | +124.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling