+413.7%
JBL vs WU
-51.3%
+465.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.6% | +4.5% | +4.9% |
| 7D | +2.4% | -3.5% | +5.9% | +3.4% |
| 30D | -13.1% | -2.9% | -10.2% | -12.5% |
| 3M | -15.6% | -2.3% | -13.3% | -16.9% |
| 6M | +24.6% | -25.4% | +49.9% | +33.6% |
| YTD | +39.6% | -21.2% | +60.8% | +46.3% |
| 1Y | +48.6% | -8.9% | +57.5% | +47.0% |
| 3Y | +197.3% | -29.0% | +226.2% | +215.1% |
| All | +413.7% | -51.3% | +465.1% | +526.0% |
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