+149.0%
WMB vs JBL
+189.9%
-40.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.2% |
| 7D | +0.8% | +4.4% | -3.6% | +0.4% |
| 30D | +7.7% | -8.4% | +16.2% | +8.4% |
| 3M | +6.7% | -14.2% | +20.9% | +7.8% |
| 6M | +3.6% | +29.6% | -26.0% | -0.7% |
| YTD | +28.0% | +37.1% | -9.1% | +21.5% |
| 1Y | +37.6% | +49.5% | -11.9% | +28.7% |
| 3Y | +149.0% | +192.7% | -43.6% | +113.0% |
| All | +149.0% | +189.9% | -40.8% | +113.0% |
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