+293.4%
WBD vs JBL
+1,165.2%
-871.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -1.7% | +4.0% | -5.7% | -2.9% |
| 30D | +3.9% | -7.5% | +11.4% | +5.9% |
| 3M | +5.1% | -14.1% | +19.1% | +8.8% |
| 6M | +0.6% | +25.9% | -25.3% | -8.6% |
| YTD | -3.2% | +36.7% | -39.8% | -14.9% |
| 1Y | +127.7% | +49.0% | +78.7% | +93.3% |
| 3Y | +146.6% | +191.8% | -45.2% | +62.6% |
| 5Y | +4.2% | +409.8% | -405.6% | -42.3% |
| 10Y | +13.7% | +1,509.2% | -1,495.5% | -56.9% |
| All | +293.4% | +1,165.2% | -871.8% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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