+5.3%
WMT vs JBL
+47.2%
-41.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.0% | -3.7% | +1.6% |
| 7D | 0.0% | +2.4% | -2.4% | +0.1% |
| 30D | -7.4% | -13.1% | +5.7% | -8.1% |
| 3M | -10.9% | -15.6% | +4.7% | -11.1% |
| 6M | -12.7% | +24.6% | -37.2% | -13.0% |
| YTD | -3.2% | +39.6% | -42.8% | -3.7% |
| 1Y | +5.3% | +48.6% | -43.3% | +5.2% |
| All | +5.3% | +47.2% | -41.9% | +5.2% |
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