+3,271.6%
WFC vs JBL
+42,637.0%
-39,365.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.6% |
| 7D | +3.8% | +3.0% | +0.8% | +3.2% |
| 30D | +1.5% | -8.3% | +9.7% | +2.9% |
| 3M | +10.9% | -16.9% | +27.8% | +14.0% |
| 6M | +8.4% | +21.8% | -13.3% | +3.2% |
| YTD | -1.9% | +36.3% | -38.2% | -8.8% |
| 1Y | +12.3% | +49.5% | -37.2% | +2.2% |
| 3Y | +132.3% | +170.6% | -38.3% | +85.4% |
| 5Y | +130.1% | +408.4% | -278.3% | +62.5% |
| 10Y | +134.4% | +1,450.4% | -1,316.0% | +35.7% |
| All | +3,271.6% | +42,637.0% | -39,365.4% | +1,486.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling