-51.6%
JOBY vs WM
+117.4%
-169.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.9% |
| 7D | -14.3% | +3.2% | -17.5% | -14.4% |
| 30D | +10.2% | +13.0% | -2.8% | +9.7% |
| 3M | -38.5% | +9.2% | -47.7% | -38.7% |
| 6M | -54.1% | +13.6% | -67.7% | -54.7% |
| YTD | -61.5% | +12.4% | -73.9% | -62.0% |
| 1Y | -65.7% | +21.2% | -86.9% | -66.7% |
| 3Y | -7.0% | +48.7% | -55.6% | -18.6% |
| 5Y | -44.2% | +61.9% | -106.1% | -53.5% |
| All | -51.6% | +117.4% | -169.0% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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