+1,525.1%
JBL vs WWD
+498.2%
+1,026.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.4% | +3.7% | +4.3% |
| 7D | +2.4% | -2.6% | +5.0% | +3.9% |
| 30D | -13.1% | -6.9% | -6.2% | -9.8% |
| 3M | -15.6% | -13.0% | -2.5% | -9.8% |
| 6M | +24.6% | -12.5% | +37.0% | +32.5% |
| YTD | +39.6% | +11.8% | +27.8% | +29.8% |
| 1Y | +48.6% | +41.1% | +7.6% | +21.4% |
| 3Y | +197.3% | +163.1% | +34.2% | +70.5% |
| 5Y | +413.0% | +187.6% | +225.4% | +171.7% |
| All | +1,525.1% | +498.2% | +1,026.8% | +509.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling