+3,467.7%
WM vs JBL
+35,525.4%
-32,057.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.6% | -2.4% | +0.9% |
| 7D | +0.8% | +0.1% | +0.6% | +0.7% |
| 30D | +13.8% | -17.0% | +30.8% | +15.4% |
| 3M | +6.4% | -27.4% | +33.8% | +8.9% |
| 6M | +13.2% | -29.1% | +42.3% | +15.6% |
| YTD | +10.8% | +13.6% | -2.9% | +7.9% |
| 1Y | +20.2% | +22.8% | -2.6% | +16.2% |
| 3Y | +46.5% | +103.0% | -56.6% | +32.9% |
| 5Y | +61.3% | +307.4% | -246.1% | +35.8% |
| 10Y | +324.8% | +1,173.9% | -849.2% | +216.7% |
| All | +3,467.7% | +35,525.4% | -32,057.8% | +2,118.3% |
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