+197.3%
JBL vs WTW
+61.9%
+135.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +5.0% | +5.1% |
| 7D | +2.4% | -5.7% | +8.1% | +1.7% |
| 30D | -13.1% | -7.3% | -5.9% | -13.8% |
| 3M | -15.6% | +21.5% | -37.0% | -13.7% |
| 6M | +24.6% | +9.6% | +14.9% | +27.6% |
| YTD | +39.6% | -3.3% | +42.9% | +43.2% |
| 1Y | +48.6% | -6.1% | +54.8% | +53.0% |
| 3Y | +197.3% | +61.8% | +135.4% | +191.6% |
| All | +197.3% | +61.9% | +135.4% | +191.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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