-7.0%
JOBY vs WST
+24.3%
-31.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.1% | -5.1% |
| 7D | -14.3% | +4.2% | -18.6% | -14.9% |
| 30D | +10.2% | +11.2% | -1.0% | +8.2% |
| 3M | -38.5% | +20.4% | -58.9% | -40.5% |
| 6M | -54.1% | +37.9% | -92.0% | -56.6% |
| YTD | -61.5% | +51.8% | -113.3% | -64.5% |
| 1Y | -65.7% | +56.6% | -122.3% | -68.5% |
| 3Y | -7.0% | +24.2% | -31.2% | -24.5% |
| All | -7.0% | +24.3% | -31.3% | -24.5% |
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 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