+366.0%
WDC vs JBL
+47.2%
+318.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.0% | -8.0% | -8.0% |
| 7D | -4.3% | +2.4% | -6.7% | -6.9% |
| 30D | -1.5% | -13.1% | +11.6% | +13.2% |
| 3M | -15.5% | -15.6% | +0.1% | +0.2% |
| 6M | +66.5% | +24.6% | +41.9% | +37.8% |
| YTD | +159.9% | +39.6% | +120.3% | +95.9% |
| 1Y | +366.0% | +48.6% | +317.3% | +231.1% |
| All | +366.0% | +47.2% | +318.8% | +231.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling