+1,283.8%
JBL vs WU
-22.3%
+1,306.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | +0.1% |
| 7D | +4.0% | -4.9% | +8.9% | +6.8% |
| 30D | -7.5% | -1.3% | -6.2% | -7.1% |
| 3M | -14.1% | -3.6% | -10.5% | -15.3% |
| 6M | +25.9% | -24.3% | +50.2% | +41.0% |
| YTD | +36.7% | -21.1% | +57.7% | +48.3% |
| 1Y | +49.0% | -10.3% | +59.3% | +48.8% |
| 3Y | +191.8% | -28.4% | +220.1% | +219.0% |
| 5Y | +409.8% | -51.2% | +461.0% | +571.6% |
| 10Y | +1,509.2% | -39.6% | +1,548.9% | +1,695.8% |
| All | +1,283.8% | -22.3% | +1,306.1% | +1,107.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling