+122.9%
WFC vs JBL
+409.3%
-286.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.0% | -4.1% | -0.5% |
| 7D | +0.4% | +2.4% | -2.1% | -0.4% |
| 30D | +1.5% | -13.1% | +14.6% | +5.5% |
| 3M | +10.2% | -15.6% | +25.8% | +14.7% |
| 6M | +18.8% | +24.6% | -5.8% | +7.6% |
| YTD | -1.5% | +39.6% | -41.1% | -14.6% |
| 1Y | +13.5% | +48.6% | -35.1% | -4.4% |
| 3Y | +135.0% | +197.3% | -62.3% | +45.3% |
| All | +122.9% | +409.3% | -286.5% | +1.3% |
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