-61.6%
JD vs ITW
+33.8%
-95.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.7% | -1.6% |
| 7D | -3.0% | -1.9% | -1.1% | -2.1% |
| 30D | -19.3% | -10.4% | -9.0% | -14.9% |
| 3M | -6.0% | +3.5% | -9.5% | -8.1% |
| 6M | +1.8% | -3.4% | +5.2% | +2.8% |
| YTD | -2.6% | +8.5% | -11.1% | -8.1% |
| 1Y | -17.4% | +3.2% | -20.7% | -20.2% |
| 3Y | -8.6% | +18.9% | -27.5% | -18.8% |
| 5Y | -61.6% | +35.0% | -96.6% | -69.9% |
| All | -61.6% | +33.8% | -95.4% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling