+53.9%
WM vs JBL
+405.9%
-352.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.8% | -1.2% |
| 7D | -0.3% | +3.0% | -3.3% | -0.3% |
| 30D | -2.4% | -8.3% | +5.9% | -2.3% |
| 3M | +0.4% | -16.9% | +17.3% | +0.8% |
| 6M | -9.5% | +21.8% | -31.2% | -10.8% |
| YTD | +0.5% | +36.3% | -35.8% | -1.7% |
| 1Y | -1.1% | +49.5% | -50.6% | -4.0% |
| 3Y | +46.0% | +170.6% | -124.6% | +31.6% |
| All | +53.9% | +405.9% | -352.0% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling