+1,394.6%
WDC vs JBL
+189.2%
+1,205.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.3% |
| 7D | +7.5% | +4.0% | +3.5% | +4.5% |
| 30D | +10.1% | -7.5% | +17.5% | +16.3% |
| 3M | -6.8% | -14.1% | +7.2% | +4.9% |
| 6M | +84.1% | +25.9% | +58.3% | +64.2% |
| YTD | +180.3% | +36.7% | +143.6% | +139.9% |
| 1Y | +411.1% | +49.0% | +362.1% | +316.7% |
| All | +1,394.6% | +189.2% | +1,205.4% | +809.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling