-32.2%
JOBY vs WAT
-5.3%
-26.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | -8.2% | -2.9% | -5.3% | -7.0% |
| 30D | -25.1% | -3.2% | -21.8% | -24.0% |
| 3M | -28.8% | +10.6% | -39.4% | -32.0% |
| 6M | -36.1% | +34.0% | -70.2% | -44.3% |
| YTD | -52.2% | +5.7% | -57.9% | -53.9% |
| 1Y | -52.4% | +37.1% | -89.5% | -59.5% |
| 3Y | -13.6% | +52.4% | -65.9% | -35.2% |
| 5Y | -32.2% | -4.4% | -27.7% | -37.5% |
| All | -32.2% | -5.3% | -26.9% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 5y: compounded portfolio wealth divided by compounded WAT 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…
5y analysis · Full analysis span regression · 6 months rolling