+17.8%
JD vs BWA
+51.7%
-34.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +0.8% |
| 7D | +13.4% | -5.5% | +18.8% | +15.2% |
| 30D | +7.7% | -21.7% | +29.4% | +16.3% |
| 3M | -11.3% | -25.6% | +14.3% | -3.0% |
| 6M | -5.1% | -17.4% | +12.3% | -1.7% |
| YTD | +5.0% | +9.2% | -4.1% | -6.5% |
| 1Y | -5.6% | +9.7% | -15.4% | -16.4% |
| 3Y | +17.8% | +54.6% | -36.9% | -17.8% |
| All | +17.8% | +51.7% | -34.0% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling