+413.7%
JBL vs WSM
+175.3%
+238.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +28.5% |
| 1Y | +48.6% | +12.7% | +35.9% | +41.7% |
| 3Y | +197.3% | +231.3% | -34.0% | +98.9% |
| All | +413.7% | +175.3% | +238.4% | +249.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling