+1,509.2%
JBL vs WST
+325.7%
+1,183.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +4.0% | -1.7% | +5.7% | +4.4% |
| 30D | -7.5% | -4.3% | -3.2% | -6.5% |
| 3M | -14.1% | +0.7% | -14.8% | -14.4% |
| 6M | +25.9% | +36.0% | -10.1% | +15.5% |
| YTD | +36.7% | +22.7% | +13.9% | +28.5% |
| 1Y | +49.0% | +34.1% | +14.9% | +36.4% |
| 3Y | +191.8% | -13.6% | +205.3% | +183.9% |
| 5Y | +409.8% | -26.0% | +435.8% | +410.9% |
| 10Y | +1,509.2% | +335.8% | +1,173.5% | +761.8% |
| All | +1,509.2% | +325.7% | +1,183.5% | +761.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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