+375.3%
WMB vs JOBY
-53.4%
+428.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | -0.3% |
| 7D | +7.8% | -14.3% | +22.2% | +8.6% |
| 30D | -5.1% | +10.2% | -15.3% | -5.7% |
| 3M | -4.7% | -38.5% | +33.8% | -2.5% |
| 6M | -7.4% | -54.1% | +46.7% | -4.1% |
| YTD | +17.5% | -61.5% | +79.0% | +22.2% |
| 1Y | +19.5% | -65.7% | +85.1% | +25.1% |
| 3Y | +121.3% | -7.0% | +128.2% | +110.0% |
| 5Y | +200.5% | -44.2% | +244.7% | +182.0% |
| All | +375.3% | -53.4% | +428.7% | +315.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 10y: compounded portfolio wealth divided by compounded JOBY 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…
10y analysis · Full analysis span regression · 6 months rolling