-62.4%
JD vs ITW
+35.5%
-97.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.3% | +1.4% |
| 7D | -4.1% | +2.3% | -6.5% | -5.2% |
| 30D | +4.6% | +6.7% | -2.1% | +1.2% |
| 3M | -4.7% | -0.5% | -4.2% | -4.8% |
| 6M | -17.4% | +16.4% | -33.8% | -23.9% |
| YTD | +0.7% | +19.0% | -18.2% | -9.5% |
| 1Y | -5.9% | +20.2% | -26.1% | -16.0% |
| 3Y | +18.9% | +33.1% | -14.2% | -0.5% |
| All | -62.4% | +35.5% | -97.8% | -71.5% |
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