+3,137.1%
WM vs JBL
+42,637.0%
-39,499.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.8% | -1.4% |
| 7D | -0.3% | +3.0% | -3.3% | -0.6% |
| 30D | -2.4% | -8.3% | +5.9% | -1.7% |
| 3M | +0.4% | -16.9% | +17.3% | +1.6% |
| 6M | -9.5% | +21.8% | -31.2% | -11.8% |
| YTD | +0.5% | +36.3% | -35.8% | -3.3% |
| 1Y | -1.1% | +49.5% | -50.6% | -5.9% |
| 3Y | +46.0% | +170.6% | -124.6% | +29.3% |
| 5Y | +51.8% | +408.4% | -356.6% | +25.7% |
| 10Y | +307.5% | +1,450.4% | -1,142.9% | +199.7% |
| All | +3,137.1% | +42,637.0% | -39,499.9% | +1,888.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling