+330.8%
WM vs JBL
+1,176.2%
-845.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | +1.2% | +10.0% | -8.8% | +0.2% |
| 30D | +15.2% | -18.2% | +33.5% | +17.3% |
| 3M | +8.3% | -29.0% | +37.3% | +11.7% |
| 6M | +13.1% | -25.9% | +39.0% | +15.5% |
| YTD | +12.5% | +14.1% | -1.6% | +7.6% |
| 1Y | +21.8% | +21.7% | +0.1% | +15.2% |
| 3Y | +48.8% | +103.8% | -55.1% | +25.5% |
| 5Y | +62.1% | +310.0% | -247.9% | +15.3% |
| All | +330.8% | +1,176.2% | -845.4% | +145.0% |
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