+1,410.9%
JBL vs WTW
+1,102.0%
+308.8%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +5.0% | +5.0% |
| 7D | +2.4% | -5.7% | +8.1% | +5.2% |
| 30D | -13.1% | -7.3% | -5.9% | -10.3% |
| 3M | -15.6% | +21.5% | -37.0% | -24.3% |
| 6M | +24.6% | +9.6% | +14.9% | +15.7% |
| YTD | +39.6% | -3.3% | +42.9% | +36.1% |
| 1Y | +48.6% | -6.1% | +54.8% | +46.6% |
| 3Y | +197.3% | +61.8% | +135.4% | +113.8% |
| 5Y | +413.0% | +42.7% | +370.3% | +291.5% |
| 10Y | +1,543.9% | +197.2% | +1,346.7% | +732.0% |
| All | +1,410.9% | +1,102.0% | +308.8% | +438.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling