-58.4%
JD vs GWW
+220.0%
-278.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -2.0% | -0.5% |
| 7D | +5.2% | +5.5% | -0.3% | +4.3% |
| 30D | +4.5% | +14.4% | -9.9% | +2.5% |
| 3M | -15.4% | +13.7% | -29.1% | -17.0% |
| 6M | -6.0% | +20.1% | -26.1% | -8.7% |
| YTD | +2.2% | +47.1% | -44.9% | -4.0% |
| 1Y | -6.7% | +56.2% | -62.9% | -13.2% |
| 3Y | +20.5% | +90.5% | -70.0% | +9.3% |
| 5Y | -58.4% | +221.2% | -279.7% | -64.3% |
| All | -58.4% | +220.0% | -278.4% | -64.3% |
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 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