-39.9%
JOBY vs WST
+15.3%
-55.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.3% |
| 7D | -8.2% | +0.4% | -8.6% | -8.3% |
| 30D | -25.1% | -2.0% | -23.0% | -24.7% |
| 3M | -28.8% | +4.1% | -32.9% | -29.7% |
| 6M | -36.1% | +47.4% | -83.6% | -43.6% |
| YTD | -52.2% | +25.4% | -77.6% | -55.7% |
| 1Y | -52.4% | +35.3% | -87.7% | -57.1% |
| 3Y | -13.6% | -11.7% | -1.9% | -16.4% |
| 5Y | -32.2% | -24.0% | -8.1% | -35.9% |
| All | -39.9% | +15.3% | -55.2% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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