+303.6%
JBL vs WU
-43.8%
+347.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.5% | -2.5% |
| 7D | +6.3% | -2.0% | +8.4% | +6.8% |
| 30D | -13.5% | +11.4% | -24.9% | -16.2% |
| 3M | -31.3% | -6.8% | -24.5% | -30.5% |
| 6M | -28.4% | -14.6% | -13.8% | -26.8% |
| YTD | +11.6% | -20.6% | +32.2% | +16.1% |
| 1Y | +26.1% | -15.4% | +41.5% | +28.0% |
| 3Y | +97.4% | -23.6% | +121.0% | +102.4% |
| All | +303.6% | -43.8% | +347.4% | +365.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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