+32.3%
JD vs BWA
+94.6%
-62.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -4.0% | +7.3% | -11.3% | -6.7% |
| 30D | +2.7% | -15.8% | +18.5% | +9.1% |
| 3M | -13.0% | -25.7% | +12.7% | -3.5% |
| 6M | -12.7% | -19.6% | +6.9% | -7.2% |
| YTD | -0.8% | +14.1% | -14.9% | -10.6% |
| 1Y | -8.9% | +12.2% | -21.1% | -17.5% |
| 3Y | +17.0% | +63.8% | -46.8% | -11.3% |
| 5Y | -63.5% | +28.7% | -92.2% | -70.5% |
| All | +32.3% | +94.6% | -62.3% | -8.0% |
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