-39.1%
JOBY vs W
-62.7%
+23.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +0.9% |
| 7D | -5.2% | -0.9% | -4.3% | -4.9% |
| 30D | -19.7% | -4.2% | -15.5% | -18.7% |
| 3M | -31.7% | +26.9% | -58.6% | -38.5% |
| 6M | -37.5% | +31.2% | -68.8% | -45.1% |
| YTD | -51.6% | -1.8% | -49.8% | -53.5% |
| 1Y | -53.3% | +9.3% | -62.6% | -57.9% |
| 3Y | -12.2% | +33.2% | -45.4% | -33.3% |
| 5Y | -31.3% | -62.4% | +31.1% | -33.1% |
| All | -39.1% | -62.7% | +23.5% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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