+133.3%
WFC vs JBL
+189.2%
-55.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +2.0% |
| 7D | +0.4% | +4.0% | -3.6% | -0.4% |
| 30D | +2.5% | -7.5% | +9.9% | +4.0% |
| 3M | +10.0% | -14.1% | +24.0% | +12.8% |
| 6M | +15.1% | +25.9% | -10.8% | +6.0% |
| YTD | -2.2% | +36.7% | -38.9% | -12.1% |
| 1Y | +13.5% | +49.0% | -35.5% | -1.1% |
| All | +133.3% | +189.2% | -55.9% | +71.2% |
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