+59.0%
JD vs BWA
+9.1%
+49.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +0.6% |
| 7D | +13.4% | -5.5% | +18.8% | +15.6% |
| 30D | +7.7% | -21.7% | +29.4% | +17.8% |
| 3M | -11.3% | -25.6% | +14.3% | -1.5% |
| 6M | -5.1% | -17.4% | +12.3% | -0.3% |
| YTD | +5.0% | +9.2% | -4.1% | -3.3% |
| 1Y | -5.6% | +9.7% | -15.4% | -13.6% |
| 3Y | +17.8% | +54.6% | -36.9% | -7.9% |
| 5Y | -57.2% | +26.8% | -83.9% | -64.7% |
| 10Y | +34.8% | +89.0% | -54.2% | -11.8% |
| All | +59.0% | +9.1% | +49.9% | +20.0% |
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 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