-11.8%
JOBY vs WST
-13.7%
+1.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.2% | -5.9% | -6.1% |
| 7D | -5.9% | -1.7% | -4.2% | -5.6% |
| 30D | -27.1% | -4.3% | -22.8% | -26.5% |
| 3M | -30.7% | +0.7% | -31.5% | -30.9% |
| 6M | -36.1% | +36.0% | -72.1% | -40.1% |
| YTD | -51.4% | +22.7% | -74.1% | -53.6% |
| 1Y | -52.2% | +34.1% | -86.3% | -55.2% |
| All | -11.8% | -13.7% | +1.9% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling