+567.0%
WDC vs JBL
+299.0%
+268.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.2% | -2.8% | -3.4% |
| 7D | +12.1% | +6.3% | +5.7% | +7.5% |
| 30D | -18.8% | -13.5% | -5.3% | -8.3% |
| 3M | -39.3% | -31.3% | -8.0% | -20.2% |
| 6M | -40.1% | -28.4% | -11.7% | -22.4% |
| YTD | +71.8% | +11.6% | +60.2% | +66.6% |
| 1Y | +88.5% | +26.1% | +62.3% | +69.1% |
| 3Y | +770.0% | +97.4% | +672.6% | +464.5% |
| All | +567.0% | +299.0% | +268.0% | +135.1% |
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