+32.3%
JD vs ITW
+191.9%
-159.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | -4.0% | +0.5% | -4.5% | -4.3% |
| 30D | +2.7% | +7.7% | -5.0% | -1.2% |
| 3M | -13.0% | -1.3% | -11.7% | -12.7% |
| 6M | -12.7% | +15.5% | -28.2% | -19.4% |
| YTD | -0.8% | +18.6% | -19.4% | -10.4% |
| 1Y | -8.9% | +19.8% | -28.7% | -18.3% |
| 3Y | +17.0% | +32.5% | -15.5% | -0.8% |
| 5Y | -63.5% | +35.3% | -98.8% | -69.8% |
| All | +32.3% | +191.9% | -159.6% | -31.8% |
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