+556.6%
EWT vs JD
+48.3%
+508.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.5% |
| 7D | +4.0% | -1.7% | +5.6% | +4.3% |
| 30D | +10.3% | -13.2% | +23.5% | +13.0% |
| 3M | +6.1% | -3.2% | +9.3% | +6.4% |
| 6M | +56.6% | +15.2% | +41.4% | +51.7% |
| YTD | +76.6% | +2.0% | +74.6% | +74.9% |
| 1Y | +97.9% | -5.4% | +103.2% | +98.3% |
| 3Y | +198.0% | -9.1% | +207.1% | +190.1% |
| 5Y | +151.8% | -59.6% | +211.4% | +169.0% |
| 10Y | +514.1% | +26.2% | +487.9% | +385.1% |
| All | +556.6% | +48.3% | +508.3% | +410.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling