+97.4%
JBL vs WWD
+148.2%
-50.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.9% |
| 7D | +6.3% | +4.0% | +2.4% | +4.3% |
| 30D | -13.5% | +0.4% | -13.9% | -13.6% |
| 3M | -31.3% | -7.9% | -23.4% | -28.4% |
| 6M | -28.4% | -10.6% | -17.8% | -24.8% |
| YTD | +11.6% | +9.4% | +2.2% | +6.1% |
| 1Y | +26.1% | +25.7% | +0.4% | +11.7% |
| 3Y | +97.4% | +148.5% | -51.2% | +42.4% |
| All | +97.4% | +148.2% | -50.8% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling