+54.3%
JD vs BBWI
-33.8%
+88.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -1.0% | +1.4% |
| 7D | -1.7% | +1.5% | -3.2% | -1.9% |
| 30D | -13.2% | -5.2% | -8.0% | -12.6% |
| 3M | -3.2% | +11.1% | -14.3% | -5.9% |
| 6M | +15.2% | -13.4% | +28.6% | +16.2% |
| YTD | +2.0% | +0.1% | +1.9% | -0.5% |
| 1Y | -5.4% | -36.1% | +30.8% | -0.6% |
| 3Y | -9.1% | -44.1% | +35.0% | -5.6% |
| 5Y | -59.6% | -66.2% | +6.6% | -55.4% |
| 10Y | +26.2% | -54.8% | +81.0% | +21.7% |
| All | +54.3% | -33.8% | +88.1% | +58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling