-43.6%
JOBY vs WM
+111.6%
-155.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.2% |
| 7D | +22.1% | +1.2% | +20.9% | +22.0% |
| 30D | +8.8% | +13.7% | -4.8% | +8.2% |
| 3M | -32.8% | +5.2% | -38.0% | -32.9% |
| 6M | -45.5% | +11.2% | -56.7% | -46.3% |
| YTD | -55.2% | +9.4% | -64.6% | -55.7% |
| 1Y | -62.5% | +20.4% | -82.8% | -63.7% |
| 3Y | +14.1% | +44.7% | -30.6% | -0.2% |
| 5Y | -35.9% | +58.5% | -94.4% | -46.7% |
| All | -43.6% | +111.6% | -155.2% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling