+59.0%
JD vs BBWI
-27.5%
+86.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +2.2% |
| 7D | +13.4% | -6.2% | +19.5% | +14.5% |
| 30D | +7.7% | +19.9% | -12.2% | +4.0% |
| 3M | -11.3% | +7.1% | -18.4% | -13.1% |
| 6M | -5.1% | +13.7% | -18.8% | -8.9% |
| YTD | +5.0% | +9.6% | -4.5% | +0.4% |
| 1Y | -5.6% | -1.6% | -4.0% | -8.9% |
| 3Y | +17.8% | -25.9% | +43.6% | +15.5% |
| 5Y | -57.2% | -67.8% | +10.6% | -52.7% |
| 10Y | +34.8% | -43.5% | +78.3% | +23.5% |
| All | +59.0% | -27.5% | +86.5% | +59.9% |
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