-6.7%
JD vs BWA
+13.5%
-20.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | -0.1% |
| 7D | +5.2% | -2.4% | +7.6% | +5.4% |
| 30D | +4.5% | -17.7% | +22.2% | +6.7% |
| 3M | -15.4% | -27.0% | +11.6% | -12.6% |
| 6M | -6.0% | -17.3% | +11.3% | -4.9% |
| YTD | +2.2% | +12.9% | -10.7% | -4.3% |
| 1Y | -6.7% | +12.9% | -19.6% | -12.3% |
| All | -6.7% | +13.5% | -20.1% | -12.3% |
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 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