+32.2%
JD vs GWW
+653.9%
-621.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.9% |
| 7D | +0.4% | 0.0% | +0.5% | +0.4% |
| 30D | +4.2% | +14.0% | -9.7% | +0.8% |
| 3M | -12.8% | +14.4% | -27.1% | -15.8% |
| 6M | -8.8% | +21.7% | -30.5% | -13.5% |
| YTD | +0.5% | +48.4% | -47.9% | -9.9% |
| 1Y | -8.8% | +58.4% | -67.2% | -19.6% |
| 3Y | +18.6% | +92.3% | -73.7% | -1.9% |
| 5Y | -62.2% | +221.8% | -284.0% | -73.5% |
| 10Y | +32.2% | +657.6% | -625.3% | -25.5% |
| All | +32.2% | +653.9% | -621.7% | -25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling