+916.1%
WDC vs JBL
+409.3%
+506.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.0% | -8.0% | -6.7% |
| 7D | -4.3% | +2.4% | -6.7% | -6.2% |
| 30D | -1.5% | -13.1% | +11.6% | +9.0% |
| 3M | -15.5% | -15.6% | +0.1% | -3.7% |
| 6M | +66.5% | +24.6% | +41.9% | +46.7% |
| YTD | +159.9% | +39.6% | +120.3% | +114.0% |
| 1Y | +366.0% | +48.6% | +317.3% | +268.1% |
| 3Y | +1,285.8% | +197.3% | +1,088.6% | +559.9% |
| All | +916.1% | +409.3% | +506.8% | +204.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling