-31.1%
JOBY vs WST
-27.5%
-3.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.2% | -5.9% | -6.1% |
| 7D | -5.9% | -1.7% | -4.2% | -5.4% |
| 30D | -27.1% | -4.3% | -22.8% | -26.2% |
| 3M | -30.7% | +0.7% | -31.5% | -31.0% |
| 6M | -36.1% | +36.0% | -72.1% | -42.4% |
| YTD | -51.4% | +22.7% | -74.1% | -54.8% |
| 1Y | -52.2% | +34.1% | -86.3% | -57.0% |
| 3Y | -12.1% | -13.6% | +1.5% | -14.3% |
| 5Y | -31.1% | -26.0% | -5.1% | -29.0% |
| All | -31.1% | -27.5% | -3.6% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling