+328.7%
WM vs JBL
+1,188.5%
-859.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.6% | -5.5% | -0.4% |
| 7D | -0.5% | -5.2% | +4.7% | 0.0% |
| 30D | +13.3% | -17.5% | +30.8% | +15.2% |
| 3M | +4.4% | -26.0% | +30.3% | +7.1% |
| 6M | +10.8% | -28.9% | +39.7% | +13.6% |
| YTD | +9.1% | +10.8% | -1.8% | +4.6% |
| 1Y | +19.1% | +18.3% | +0.8% | +12.9% |
| 3Y | +45.7% | +102.2% | -56.5% | +22.7% |
| 5Y | +60.4% | +303.2% | -242.8% | +14.2% |
| 10Y | +328.7% | +1,152.0% | -823.3% | +144.2% |
| All | +328.7% | +1,188.5% | -859.7% | +144.2% |
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