+16.4%
JD vs GWW
+565.7%
-549.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.2% |
| 7D | -2.6% | -3.1% | +0.6% | -1.8% |
| 30D | -15.4% | -2.3% | -13.0% | -14.9% |
| 3M | -5.0% | -3.3% | -1.7% | -4.5% |
| 6M | +0.9% | +15.4% | -14.5% | -3.0% |
| YTD | -2.5% | +26.7% | -29.2% | -8.8% |
| 1Y | -16.0% | +29.0% | -45.0% | -21.9% |
| 3Y | -8.5% | +89.0% | -97.5% | -23.9% |
| 5Y | -61.8% | +221.8% | -283.5% | -73.2% |
| All | +16.4% | +565.7% | -549.3% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GWW 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling