+295.4%
WMB vs JBL
+1,478.7%
-1,183.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -2.3% |
| 7D | -1.7% | -1.0% | -0.6% | -1.3% |
| 30D | +0.7% | -15.1% | +15.8% | +5.4% |
| 3M | +1.5% | -14.0% | +15.6% | +4.9% |
| 6M | +0.1% | +20.6% | -20.6% | -8.5% |
| YTD | +22.9% | +32.9% | -10.0% | +8.1% |
| 1Y | +27.9% | +40.5% | -12.7% | +9.3% |
| 3Y | +139.1% | +183.7% | -44.6% | +47.9% |
| 5Y | +270.9% | +388.3% | -117.4% | +74.4% |
| All | +295.4% | +1,478.7% | -1,183.3% | +1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling