-38.9%
JOBY vs WWD
+259.9%
-298.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.7% | -5.8% |
| 7D | -5.9% | +0.6% | -6.5% | -6.3% |
| 30D | -27.1% | -5.1% | -22.0% | -25.0% |
| 3M | -30.7% | -11.2% | -19.5% | -26.2% |
| 6M | -36.1% | -12.0% | -24.0% | -32.0% |
| YTD | -51.4% | +12.0% | -63.3% | -55.9% |
| 1Y | -52.2% | +42.8% | -95.0% | -63.0% |
| 3Y | -12.1% | +168.9% | -181.0% | -54.2% |
| 5Y | -31.1% | +192.2% | -223.3% | -66.5% |
| All | -38.9% | +259.9% | -298.8% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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