-39.1%
JOBY vs WU
-50.1%
+10.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.0% |
| 7D | -5.2% | -3.5% | -1.7% | -3.9% |
| 30D | -19.7% | -2.9% | -16.8% | -18.8% |
| 3M | -31.7% | -2.3% | -29.5% | -32.8% |
| 6M | -37.5% | -25.4% | -12.2% | -30.8% |
| YTD | -51.6% | -21.2% | -30.4% | -47.9% |
| 1Y | -53.3% | -8.9% | -44.4% | -53.5% |
| 3Y | -12.2% | -29.0% | +16.7% | -2.6% |
| 5Y | -31.3% | -50.7% | +19.5% | -19.7% |
| All | -39.1% | -50.1% | +10.9% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling