+54.3%
JD vs BWA
+51.0%
+3.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +0.8% |
| 7D | -1.7% | +5.7% | -7.3% | -3.8% |
| 30D | -13.2% | +1.4% | -14.6% | -13.9% |
| 3M | -3.2% | -12.1% | +8.9% | +0.8% |
| 6M | +15.2% | +28.6% | -13.3% | +2.4% |
| YTD | +2.0% | +51.1% | -49.1% | -16.6% |
| 1Y | -5.4% | +55.9% | -61.2% | -23.9% |
| 3Y | -9.1% | +70.1% | -79.2% | -31.2% |
| 5Y | -59.6% | +90.7% | -150.3% | -71.3% |
| 10Y | +26.2% | +154.0% | -127.7% | -25.9% |
| All | +54.3% | +51.0% | +3.4% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling