+1,029.9%
JBL vs WU
-21.8%
+1,051.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.5% | -2.9% |
| 7D | +6.3% | -2.0% | +8.4% | +7.3% |
| 30D | -13.5% | +11.4% | -24.9% | -19.3% |
| 3M | -31.3% | -6.8% | -24.5% | -30.0% |
| 6M | -28.4% | -14.6% | -13.8% | -25.8% |
| YTD | +11.6% | -20.6% | +32.2% | +18.9% |
| 1Y | +26.1% | -15.4% | +41.5% | +29.2% |
| 3Y | +97.4% | -23.6% | +121.0% | +105.4% |
| 5Y | +301.0% | -43.4% | +344.4% | +378.1% |
| 10Y | +1,151.1% | -38.8% | +1,189.9% | +1,267.2% |
| All | +1,029.9% | -21.8% | +1,051.8% | +867.5% |
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