-9.7%
JD vs NWSA
+18.2%
-28.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.7% | -0.7% | +2.3% |
| 7D | +9.0% | +4.3% | +4.7% | +8.1% |
| 30D | +5.2% | +5.6% | -0.4% | +4.1% |
| 3M | -15.9% | +7.3% | -23.1% | -17.1% |
| 6M | -7.7% | +18.8% | -26.5% | -11.2% |
| YTD | +0.1% | +17.9% | -17.8% | -3.6% |
| 1Y | -9.7% | +19.3% | -29.1% | -13.3% |
| All | -9.7% | +18.2% | -28.0% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling