-6.3%
JD vs GWW
+91.5%
-97.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -1.6% |
| 7D | -0.8% | -1.5% | +0.7% | -0.5% |
| 30D | -16.0% | +1.1% | -17.2% | -16.3% |
| 3M | -3.2% | -1.0% | -2.2% | -3.2% |
| 6M | +6.1% | +16.3% | -10.3% | +2.7% |
| YTD | -0.1% | +28.5% | -28.6% | -5.4% |
| 1Y | -12.7% | +30.3% | -43.0% | -17.7% |
| 3Y | -6.3% | +91.6% | -97.9% | -17.7% |
| All | -6.3% | +91.5% | -97.8% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling