+16.5%
JD vs ITW
+194.8%
-178.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | -4.2% | -0.7% | -3.5% | -3.9% |
| 30D | -14.4% | -8.3% | -6.1% | -10.7% |
| 3M | -3.6% | +6.0% | -9.6% | -6.7% |
| 6M | -0.3% | 0.0% | -0.3% | -1.0% |
| YTD | -2.4% | +10.2% | -12.6% | -8.2% |
| 1Y | -18.5% | +3.2% | -21.7% | -21.0% |
| 3Y | -7.0% | +21.0% | -28.0% | -17.1% |
| 5Y | -61.7% | +37.9% | -99.6% | -68.4% |
| All | +16.5% | +194.8% | -178.3% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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