-8.9%
JD vs GWW
+60.2%
-69.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.4% |
| 7D | -4.0% | +3.7% | -7.7% | -4.3% |
| 30D | +2.7% | +13.6% | -10.9% | +1.4% |
| 3M | -13.0% | +15.4% | -28.4% | -14.2% |
| 6M | -12.7% | +21.8% | -34.5% | -14.7% |
| YTD | -0.8% | +50.0% | -50.8% | -7.4% |
| 1Y | -8.9% | +60.2% | -69.1% | -16.3% |
| All | -8.9% | +60.2% | -69.1% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling