+44,110.7%
JBL vs WWD
+15,408.5%
+28,702.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.5% | +1.0% |
| 7D | +3.0% | +1.3% | +1.7% | +2.4% |
| 30D | -8.3% | -7.2% | -1.1% | -5.1% |
| 3M | -16.9% | -3.8% | -13.1% | -15.9% |
| 6M | +21.8% | -9.9% | +31.7% | +27.0% |
| YTD | +36.3% | +14.8% | +21.5% | +26.7% |
| 1Y | +49.5% | +42.1% | +7.4% | +25.4% |
| 3Y | +170.6% | +170.8% | -0.2% | +66.5% |
| 5Y | +408.4% | +197.5% | +210.9% | +192.8% |
| 10Y | +1,450.4% | +477.8% | +972.6% | +529.9% |
| All | +44,110.7% | +15,408.5% | +28,702.2% | +7,182.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling