-28.0%
JOBY vs WSM
+175.3%
-203.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.7% |
| 7D | -5.2% | -0.5% | -4.7% | -4.9% |
| 30D | -19.7% | -7.7% | -12.0% | -16.5% |
| 3M | -31.7% | +3.8% | -35.5% | -33.4% |
| 6M | -37.5% | +22.7% | -60.2% | -44.0% |
| YTD | -51.6% | +28.0% | -79.6% | -57.6% |
| 1Y | -53.3% | +12.7% | -66.0% | -56.6% |
| 3Y | -12.2% | +231.3% | -243.5% | -54.3% |
| All | -28.0% | +175.3% | -203.3% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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