+17.6%
JD vs BBWI
-56.0%
+73.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.1% | -1.5% |
| 7D | -0.8% | +1.6% | -2.3% | -1.1% |
| 30D | -16.0% | -6.2% | -9.8% | -15.3% |
| 3M | -3.2% | +4.3% | -7.5% | -4.8% |
| 6M | +6.1% | -7.2% | +13.2% | +5.6% |
| YTD | -0.1% | -3.0% | +2.9% | -2.0% |
| 1Y | -12.7% | -30.8% | +18.0% | -9.7% |
| 3Y | -6.3% | -43.4% | +37.1% | -3.0% |
| 5Y | -61.3% | -66.7% | +5.4% | -57.3% |
| 10Y | +17.6% | -55.7% | +73.3% | +11.1% |
| All | +17.6% | -56.0% | +73.6% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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