+42,044.7%
JBL vs WSM
+47,240.0%
-5,195.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +4.0% | +2.6% | +1.4% | +3.2% |
| 30D | -7.5% | -9.3% | +1.8% | -4.8% |
| 3M | -14.1% | +7.1% | -21.1% | -16.1% |
| 6M | +25.9% | +21.7% | +4.2% | +18.0% |
| YTD | +36.7% | +28.7% | +7.9% | +25.9% |
| 1Y | +49.0% | +13.9% | +35.1% | +42.1% |
| 3Y | +191.8% | +232.2% | -40.4% | +91.9% |
| 5Y | +409.8% | +176.4% | +233.4% | +239.3% |
| 10Y | +1,509.2% | +1,072.4% | +436.8% | +525.4% |
| All | +42,044.7% | +47,240.0% | -5,195.3% | +7,998.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling