+34.4%
JD vs BBWI
-47.4%
+81.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | +0.1% | +1.3% |
| 7D | -4.1% | +0.1% | -4.3% | -4.2% |
| 30D | +4.6% | +12.9% | -8.3% | +2.2% |
| 3M | -4.7% | +16.0% | -20.7% | -7.9% |
| 6M | -17.4% | +16.6% | -34.0% | -20.9% |
| YTD | +0.7% | +9.7% | -9.0% | -3.8% |
| 1Y | -5.9% | +1.5% | -7.4% | -9.6% |
| 3Y | +18.9% | -21.4% | +40.2% | +15.3% |
| 5Y | -62.9% | -67.6% | +4.6% | -59.3% |
| All | +34.4% | -47.4% | +81.8% | +16.8% |
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