-60.6%
JD vs GWW
+223.7%
-284.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -1.7% |
| 7D | -0.8% | -1.5% | +0.7% | -0.6% |
| 30D | -16.0% | +1.1% | -17.2% | -16.2% |
| 3M | -3.2% | -1.0% | -2.2% | -3.2% |
| 6M | +6.1% | +16.3% | -10.3% | +3.4% |
| YTD | -0.1% | +28.5% | -28.6% | -4.2% |
| 1Y | -12.7% | +30.3% | -43.0% | -16.6% |
| 3Y | -6.3% | +91.6% | -97.9% | -14.7% |
| All | -60.6% | +223.7% | -284.3% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling