+417.9%
WMB vs JOBY
-37.2%
+455.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +2.2% |
| 7D | +0.8% | +2.2% | -1.4% | +0.7% |
| 30D | +7.7% | -20.8% | +28.5% | +9.0% |
| 3M | +6.7% | -29.5% | +36.2% | +8.4% |
| 6M | +3.6% | -28.4% | +32.0% | +4.7% |
| YTD | +28.0% | -48.2% | +76.2% | +31.4% |
| 1Y | +37.6% | -49.1% | +86.7% | +40.7% |
| 3Y | +149.0% | -6.3% | +155.3% | +136.6% |
| 5Y | +285.3% | -27.2% | +312.5% | +256.5% |
| All | +417.9% | -37.2% | +455.2% | +347.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling