-40.1%
WDC vs JBL
-29.1%
-11.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.2% | -2.8% | -2.7% |
| 7D | +12.1% | +6.3% | +5.7% | +5.6% |
| 30D | -18.8% | -13.5% | -5.3% | -5.2% |
| 3M | -39.3% | -31.3% | -8.0% | -10.6% |
| 6M | -40.1% | -28.4% | -11.7% | -15.7% |
| All | -40.1% | -29.1% | -11.1% | -15.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling