-38.9%
JOBY vs WAB
+335.9%
-374.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.4% | -4.7% | -5.1% |
| 7D | -5.9% | +0.2% | -6.1% | -6.0% |
| 30D | -27.1% | -4.6% | -22.6% | -24.5% |
| 3M | -30.7% | +5.6% | -36.4% | -34.2% |
| 6M | -36.1% | +13.8% | -49.9% | -43.1% |
| YTD | -51.4% | +31.9% | -83.2% | -61.6% |
| 1Y | -52.2% | +48.3% | -100.4% | -65.4% |
| 3Y | -12.1% | +167.1% | -179.2% | -59.3% |
| 5Y | -31.1% | +222.9% | -254.0% | -71.9% |
| All | -38.9% | +335.9% | -374.8% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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