+34.4%
JD vs BWA
+94.2%
-59.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -4.1% | +4.3% | -8.4% | -5.8% |
| 30D | +4.6% | -13.0% | +17.6% | +9.8% |
| 3M | -4.7% | -24.8% | +20.1% | +5.2% |
| 6M | -17.4% | -23.5% | +6.2% | -10.4% |
| YTD | +0.7% | +13.8% | -13.1% | -9.2% |
| 1Y | -5.9% | +13.4% | -19.3% | -15.2% |
| 3Y | +18.9% | +62.8% | -43.9% | -9.6% |
| 5Y | -62.9% | +28.5% | -91.4% | -70.0% |
| All | +34.4% | +94.2% | -59.9% | -6.6% |
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