+121.3%
WMB vs JBL
+100.1%
+21.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.2% |
| 7D | +7.8% | +6.3% | +1.5% | +7.0% |
| 30D | -5.1% | -13.5% | +8.4% | -3.6% |
| 3M | -4.7% | -31.3% | +26.6% | -1.2% |
| 6M | -7.4% | -28.4% | +21.0% | -4.7% |
| YTD | +17.5% | +11.6% | +5.9% | +13.7% |
| 1Y | +19.5% | +26.1% | -6.7% | +13.7% |
| 3Y | +121.3% | +97.4% | +23.9% | +94.7% |
| All | +121.3% | +100.1% | +21.2% | +94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling