+27.4%
WMT vs JBL
+20.8%
+6.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.8% | +8.3% | +3.1% |
| 7D | +8.8% | -11.1% | +19.9% | +8.1% |
| 30D | +22.9% | -14.1% | +37.0% | +22.0% |
| 3M | +16.1% | -23.9% | +40.0% | +14.6% |
| 6M | -0.5% | -24.1% | +23.6% | -1.5% |
| YTD | +16.7% | +13.5% | +3.2% | +14.6% |
| 1Y | +27.4% | +23.7% | +3.6% | +26.8% |
| All | +27.4% | +20.8% | +6.6% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling