+3,769.9%
WMB vs JBL
+42,637.0%
-38,867.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | +0.6% | +3.0% | -2.5% | -0.1% |
| 30D | +3.3% | -8.3% | +11.5% | +4.8% |
| 3M | +3.1% | -16.9% | +20.0% | +6.2% |
| 6M | -0.7% | +21.8% | -22.5% | -6.2% |
| YTD | +25.2% | +36.3% | -11.1% | +15.1% |
| 1Y | +32.9% | +49.5% | -16.6% | +19.2% |
| 3Y | +140.6% | +170.6% | -30.1% | +84.8% |
| 5Y | +273.5% | +408.4% | -134.9% | +147.7% |
| 10Y | +334.2% | +1,450.4% | -1,116.2% | +126.1% |
| All | +3,769.9% | +42,637.0% | -38,867.2% | +1,458.6% |
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