+32.5%
JD vs BWA
+95.2%
-62.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.5% |
| 7D | +5.2% | -2.4% | +7.6% | +5.8% |
| 30D | +4.5% | -17.7% | +22.2% | +12.1% |
| 3M | -15.4% | -27.0% | +11.6% | -5.5% |
| 6M | -6.0% | -17.3% | +11.3% | -1.3% |
| YTD | +2.2% | +12.9% | -10.7% | -7.6% |
| 1Y | -6.7% | +12.9% | -19.6% | -15.7% |
| 3Y | +20.5% | +62.1% | -41.6% | -8.2% |
| 5Y | -58.4% | +30.7% | -89.1% | -66.5% |
| 10Y | +32.5% | +89.2% | -56.7% | -7.7% |
| All | +32.5% | +95.2% | -62.7% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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