-35.8%
JOBY vs WST
+13.9%
-49.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | -3.4% | +0.7% | -4.2% | -3.6% |
| 30D | -13.6% | -3.1% | -10.4% | -12.8% |
| 3M | -39.5% | +7.2% | -46.7% | -40.8% |
| 6M | -31.9% | +36.8% | -68.7% | -38.4% |
| YTD | -48.9% | +23.8% | -72.8% | -52.5% |
| 1Y | -48.5% | +37.8% | -86.3% | -53.9% |
| 3Y | -8.0% | -15.9% | +7.8% | -9.3% |
| 5Y | -33.7% | -25.8% | -7.8% | -37.1% |
| All | -35.8% | +13.9% | -49.7% | -47.0% |
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 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