+32.5%
JD vs BBWI
-44.4%
+76.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +5.2% | -4.2% | +9.4% | +5.9% |
| 30D | +4.5% | +24.9% | -20.4% | +0.2% |
| 3M | -15.4% | +13.2% | -28.6% | -17.9% |
| 6M | -6.0% | +12.1% | -18.2% | -9.4% |
| YTD | +2.2% | +11.1% | -8.9% | -2.6% |
| 1Y | -6.7% | +0.7% | -7.4% | -10.2% |
| 3Y | +20.5% | -23.8% | +44.3% | +17.7% |
| 5Y | -58.4% | -66.9% | +8.5% | -54.5% |
| 10Y | +32.5% | -45.3% | +77.8% | +16.5% |
| All | +32.5% | -44.4% | +76.9% | +16.5% |
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