-51.6%
JOBY vs WST
+39.6%
-91.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.1% | -5.2% |
| 7D | -14.3% | +4.2% | -18.6% | -15.3% |
| 30D | +10.2% | +11.2% | -1.0% | +6.9% |
| 3M | -38.5% | +20.4% | -58.9% | -41.9% |
| 6M | -54.1% | +37.9% | -92.0% | -58.3% |
| YTD | -61.5% | +51.8% | -113.3% | -66.3% |
| 1Y | -65.7% | +56.6% | -122.3% | -70.3% |
| 3Y | -7.0% | +24.2% | -31.2% | -20.9% |
| 5Y | -44.2% | +0.7% | -44.8% | -50.5% |
| All | -51.6% | +39.6% | -91.2% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling