+135.9%
WMT vs JBL
+409.3%
-273.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.0% | -3.7% | +1.0% |
| 7D | 0.0% | +2.4% | -2.4% | -0.1% |
| 30D | -7.4% | -13.1% | +5.7% | -6.7% |
| 3M | -10.9% | -15.6% | +4.7% | -10.0% |
| 6M | -12.7% | +24.6% | -37.2% | -14.9% |
| YTD | -3.2% | +39.6% | -42.8% | -6.8% |
| 1Y | +5.3% | +48.6% | -43.3% | +0.5% |
| 3Y | +101.9% | +197.3% | -95.4% | +77.8% |
| All | +135.9% | +409.3% | -273.4% | +93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling