+16.9%
JD vs BWA
+142.7%
-125.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -0.9% | -1.9% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | -19.3% | -5.6% | -13.8% | -17.7% |
| 3M | -6.0% | -10.7% | +4.7% | -2.6% |
| 6M | +1.8% | +23.2% | -21.4% | -8.0% |
| YTD | -2.6% | +46.0% | -48.6% | -19.4% |
| 1Y | -17.4% | +51.2% | -68.6% | -33.0% |
| 3Y | -8.6% | +69.6% | -78.2% | -31.1% |
| 5Y | -61.6% | +86.6% | -148.2% | -72.7% |
| 10Y | +16.9% | +152.3% | -135.4% | -27.3% |
| All | +16.9% | +142.7% | -125.8% | -27.3% |
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