+59.7%
WM vs JBL
+270.2%
-210.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.2% | -2.1% |
| 7D | +1.2% | -12.3% | +13.5% | +1.2% |
| 30D | +13.1% | -20.2% | +33.2% | +13.1% |
| 3M | +3.6% | -30.6% | +34.2% | +3.7% |
| 6M | +8.1% | -35.8% | +43.8% | +8.4% |
| YTD | +8.9% | +4.9% | +4.0% | +6.5% |
| 1Y | +20.3% | +11.3% | +9.0% | +17.2% |
| 3Y | +46.2% | +89.1% | -42.9% | +33.6% |
| All | +59.7% | +270.2% | -210.5% | +27.7% |
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