-41.1%
JOBY vs WM
+110.9%
-152.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | +28.5% | -0.5% | +28.9% | +28.5% |
| 30D | +13.6% | +13.3% | +0.3% | +13.0% |
| 3M | -28.5% | +4.4% | -32.9% | -28.6% |
| 6M | -43.1% | +10.8% | -54.0% | -43.9% |
| YTD | -53.2% | +9.1% | -62.3% | -53.8% |
| 1Y | -58.5% | +19.1% | -77.7% | -59.8% |
| 3Y | +16.6% | +45.7% | -29.1% | +1.6% |
| 5Y | -34.7% | +60.4% | -95.1% | -45.9% |
| All | -41.1% | +110.9% | -152.1% | -53.9% |
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