-39.1%
JOBY vs WTW
+71.6%
-110.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -5.2% | -5.7% | +0.5% | -3.2% |
| 30D | -19.7% | -7.3% | -12.5% | -17.6% |
| 3M | -31.7% | +21.5% | -53.2% | -36.8% |
| 6M | -37.5% | +9.6% | -47.2% | -40.3% |
| YTD | -51.6% | -3.3% | -48.3% | -51.1% |
| 1Y | -53.3% | -6.1% | -47.2% | -52.1% |
| 3Y | -12.2% | +61.8% | -74.1% | -36.4% |
| 5Y | -31.3% | +42.7% | -74.0% | -47.5% |
| All | -39.1% | +71.6% | -110.8% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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