+452.3%
EWT vs JD
+31.5%
+420.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | +9.1% | -4.1% | +13.2% | +9.9% |
| 30D | -12.2% | +4.6% | -16.8% | -13.1% |
| 3M | -9.4% | -4.7% | -4.7% | -8.9% |
| 6M | +2.7% | -17.4% | +20.0% | +5.7% |
| YTD | +53.3% | +0.7% | +52.6% | +51.7% |
| 1Y | +59.2% | -5.9% | +65.0% | +59.5% |
| 3Y | +157.1% | +18.9% | +138.2% | +137.5% |
| 5Y | +119.6% | -62.9% | +182.6% | +140.7% |
| All | +452.3% | +31.5% | +420.8% | +323.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 10y: compounded portfolio wealth divided by compounded JD 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…
10y analysis · Full analysis span regression · 6 months rolling