+191.0%
JBL vs WST
-13.7%
+204.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +4.0% | -1.7% | +5.7% | +4.2% |
| 30D | -7.5% | -4.3% | -3.2% | -7.0% |
| 3M | -14.1% | +0.7% | -14.8% | -14.2% |
| 6M | +25.9% | +36.0% | -10.1% | +20.8% |
| YTD | +36.7% | +22.7% | +13.9% | +32.5% |
| 1Y | +49.0% | +34.1% | +14.9% | +43.0% |
| All | +191.0% | -13.7% | +204.7% | +224.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling