+3,893.5%
WMT vs JBL
+42,879.2%
-38,985.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +0.1% | +4.4% | -4.3% | -0.2% |
| 30D | -5.0% | -8.4% | +3.5% | -4.3% |
| 3M | -11.3% | -14.2% | +2.9% | -10.5% |
| 6M | -13.8% | +29.6% | -43.4% | -16.2% |
| YTD | -4.2% | +37.1% | -41.3% | -7.5% |
| 1Y | +4.6% | +49.5% | -44.9% | 0.0% |
| 3Y | +100.5% | +192.7% | -92.2% | +78.8% |
| 5Y | +129.7% | +411.3% | -281.7% | +93.7% |
| 10Y | +423.4% | +1,447.6% | -1,024.2% | +294.0% |
| All | +3,893.5% | +42,879.2% | -38,985.8% | +2,341.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling