+1,525.1%
JBL vs WY
+7.6%
+1,517.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.7% | +4.9% |
| 7D | +2.4% | -4.2% | +6.6% | +4.7% |
| 30D | -13.1% | -10.1% | -3.0% | -8.3% |
| 3M | -15.6% | -8.5% | -7.1% | -12.6% |
| 6M | +24.6% | -3.3% | +27.9% | +25.2% |
| YTD | +39.6% | -4.4% | +44.0% | +40.0% |
| 1Y | +48.6% | -11.5% | +60.1% | +54.7% |
| 3Y | +197.3% | -24.3% | +221.6% | +227.0% |
| 5Y | +413.0% | -21.3% | +434.3% | +445.3% |
| All | +1,525.1% | +7.6% | +1,517.5% | +1,309.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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