+330.3%
WM vs JBL
+1,148.2%
-817.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.1% |
| 7D | +3.2% | +6.3% | -3.1% | +2.6% |
| 30D | +13.0% | -13.5% | +26.5% | +14.4% |
| 3M | +9.2% | -31.3% | +40.6% | +13.0% |
| 6M | +13.6% | -28.4% | +42.1% | +16.4% |
| YTD | +12.4% | +11.6% | +0.8% | +7.7% |
| 1Y | +21.2% | +26.1% | -4.9% | +14.0% |
| 3Y | +48.7% | +97.4% | -48.7% | +25.9% |
| 5Y | +61.9% | +301.0% | -239.1% | +15.4% |
| All | +330.3% | +1,148.2% | -817.9% | +145.2% |
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 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