-39.9%
JOBY vs NWSA
+94.3%
-134.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.1% |
| 7D | -8.2% | -4.8% | -3.4% | -4.8% |
| 30D | -25.1% | +3.0% | -28.0% | -26.8% |
| 3M | -28.8% | +9.3% | -38.1% | -34.8% |
| 6M | -36.1% | +23.2% | -59.3% | -46.9% |
| YTD | -52.2% | +13.3% | -65.5% | -58.2% |
| 1Y | -52.4% | +2.9% | -55.3% | -55.0% |
| 3Y | -13.6% | +43.3% | -56.9% | -36.2% |
| 5Y | -32.2% | +40.9% | -73.0% | -49.3% |
| All | -39.9% | +94.3% | -134.2% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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