+303.6%
JBL vs WST
+1.0%
+302.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.4% |
| 7D | +6.3% | +4.2% | +2.1% | +5.5% |
| 30D | -13.5% | +11.2% | -24.7% | -15.3% |
| 3M | -31.3% | +20.4% | -51.7% | -33.9% |
| 6M | -28.4% | +37.9% | -66.3% | -33.0% |
| YTD | +11.6% | +51.8% | -40.2% | +1.9% |
| 1Y | +26.1% | +56.6% | -30.5% | +14.4% |
| 3Y | +97.4% | +24.2% | +73.1% | +77.7% |
| All | +303.6% | +1.0% | +302.7% | +286.8% |
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 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