+409.8%
JBL vs WWD
+191.3%
+218.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +4.0% | +0.6% | +3.4% | +3.7% |
| 30D | -7.5% | -5.1% | -2.4% | -5.1% |
| 3M | -14.1% | -11.2% | -2.8% | -9.5% |
| 6M | +25.9% | -12.0% | +37.9% | +32.8% |
| YTD | +36.7% | +12.0% | +24.7% | +28.0% |
| 1Y | +49.0% | +42.8% | +6.2% | +23.3% |
| 3Y | +191.8% | +168.9% | +22.8% | +76.0% |
| 5Y | +409.8% | +192.2% | +217.6% | +183.3% |
| All | +409.8% | +191.3% | +218.5% | +183.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling