+411.3%
JBL vs WST
-25.8%
+437.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.7% |
| 7D | +4.4% | -0.3% | +4.7% | +4.5% |
| 30D | -8.4% | -4.6% | -3.8% | -7.6% |
| 3M | -14.2% | +5.7% | -19.9% | -15.2% |
| 6M | +29.6% | +37.6% | -8.0% | +21.1% |
| YTD | +37.1% | +23.0% | +14.0% | +30.7% |
| 1Y | +49.5% | +33.8% | +15.7% | +39.9% |
| 3Y | +192.7% | -13.4% | +206.0% | +189.9% |
| 5Y | +411.3% | -27.0% | +438.3% | +402.9% |
| All | +411.3% | -25.8% | +437.1% | +402.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling