+3,532.0%
WMB vs JBL
+34,886.9%
-31,355.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.1% |
| 7D | +7.8% | +6.3% | +1.5% | +6.5% |
| 30D | -5.1% | -13.5% | +8.4% | -2.2% |
| 3M | -4.7% | -31.3% | +26.6% | +2.4% |
| 6M | -7.4% | -28.4% | +21.0% | -2.0% |
| YTD | +17.5% | +11.6% | +5.9% | +12.3% |
| 1Y | +19.5% | +26.1% | -6.7% | +11.2% |
| 3Y | +121.3% | +97.4% | +23.9% | +81.9% |
| 5Y | +200.5% | +301.0% | -100.5% | +109.1% |
| 10Y | +281.9% | +1,151.1% | -869.2% | +107.3% |
| All | +3,532.0% | +34,886.9% | -31,355.0% | +1,420.3% |
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