+142.7%
WFC vs JBL
+1,478.7%
-1,336.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.5% | +0.8% |
| 7D | +0.3% | -1.0% | +1.3% | +0.7% |
| 30D | +2.3% | -15.1% | +17.4% | +8.6% |
| 3M | +9.8% | -14.0% | +23.8% | +14.6% |
| 6M | +15.6% | +20.6% | -5.1% | +3.1% |
| YTD | -2.4% | +32.9% | -35.3% | -17.1% |
| 1Y | +13.8% | +40.5% | -26.7% | -6.7% |
| 3Y | +134.6% | +183.7% | -49.1% | +30.7% |
| 5Y | +127.9% | +388.3% | -260.4% | -6.5% |
| All | +142.7% | +1,478.7% | -1,336.0% | -39.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling