+54.3%
JD vs ITW
+318.0%
-263.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +2.2% |
| 7D | -1.7% | -3.6% | +1.9% | +0.2% |
| 30D | -13.2% | -9.1% | -4.0% | -8.7% |
| 3M | -3.2% | +8.2% | -11.4% | -7.5% |
| 6M | +15.2% | -4.8% | +20.0% | +17.3% |
| YTD | +2.0% | +11.0% | -9.1% | -4.8% |
| 1Y | -5.4% | +4.2% | -9.6% | -8.9% |
| 3Y | -9.1% | +17.3% | -26.4% | -18.3% |
| 5Y | -59.6% | +33.0% | -92.6% | -66.6% |
| 10Y | +26.2% | +182.3% | -156.1% | -38.6% |
| All | +54.3% | +318.0% | -263.7% | -49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling