-39.9%
JOBY vs WSM
+411.1%
-451.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | -0.1% | -1.0% |
| 7D | -8.2% | +0.4% | -8.6% | -8.4% |
| 30D | -25.1% | -10.7% | -14.3% | -21.1% |
| 3M | -28.8% | +8.5% | -37.3% | -31.7% |
| 6M | -36.1% | +19.6% | -55.8% | -41.5% |
| YTD | -52.2% | +26.6% | -78.8% | -57.3% |
| 1Y | -52.4% | +12.0% | -64.4% | -55.3% |
| 3Y | -13.6% | +226.6% | -240.2% | -49.8% |
| 5Y | -32.2% | +174.1% | -206.3% | -60.8% |
| All | -39.9% | +411.1% | -451.0% | -66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling