+285.3%
WMB vs JBL
+405.9%
-120.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.2% |
| 7D | +0.8% | +4.4% | -3.6% | +0.2% |
| 30D | +7.7% | -8.4% | +16.2% | +8.9% |
| 3M | +6.7% | -14.2% | +20.9% | +8.5% |
| 6M | +3.6% | +29.6% | -26.0% | -2.4% |
| YTD | +28.0% | +37.1% | -9.1% | +18.9% |
| 1Y | +37.6% | +49.5% | -11.9% | +25.2% |
| 3Y | +149.0% | +192.7% | -43.6% | +90.8% |
| 5Y | +285.3% | +411.3% | -126.0% | +148.0% |
| All | +285.3% | +405.9% | -120.6% | +148.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling