-12.7%
JD vs BWA
+53.0%
-65.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.8% |
| 7D | -0.8% | +4.3% | -5.1% | -1.3% |
| 30D | -16.0% | -2.9% | -13.1% | -15.8% |
| 3M | -3.2% | -12.4% | +9.2% | -1.3% |
| 6M | +6.1% | +28.6% | -22.5% | +1.9% |
| YTD | -0.1% | +48.2% | -48.3% | -8.1% |
| 1Y | -12.7% | +50.9% | -63.7% | -19.7% |
| All | -12.7% | +53.0% | -65.8% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling