+28.9%
JD vs BBWI
-41.3%
+70.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.8% |
| 7D | +7.9% | -6.2% | +14.1% | +9.0% |
| 30D | +4.8% | +25.5% | -20.7% | +0.4% |
| 3M | -13.9% | +8.0% | -21.9% | -15.7% |
| 6M | -5.8% | +12.7% | -18.5% | -9.3% |
| YTD | +2.4% | +11.6% | -9.2% | -2.4% |
| 1Y | -7.5% | -0.9% | -6.6% | -10.8% |
| 3Y | +20.9% | -22.7% | +43.6% | +17.7% |
| 5Y | -58.0% | -67.2% | +9.1% | -54.0% |
| 10Y | +28.9% | -43.7% | +72.6% | +14.6% |
| All | +28.9% | -41.3% | +70.2% | +14.6% |
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