+20.2%
WM vs JBL
+19.5%
+0.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.6% | -2.4% | +1.8% |
| 7D | +0.8% | +0.1% | +0.6% | +0.9% |
| 30D | +13.8% | -17.0% | +30.8% | +11.0% |
| 3M | +6.4% | -27.4% | +33.8% | +2.0% |
| 6M | +13.2% | -29.1% | +42.3% | +9.3% |
| YTD | +10.8% | +13.6% | -2.9% | +11.3% |
| 1Y | +20.2% | +22.8% | -2.6% | +21.1% |
| All | +20.2% | +19.5% | +0.7% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling