+34.4%
JD vs NWSA
+148.1%
-113.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.1% | +0.5% |
| 7D | -4.1% | +2.2% | -6.3% | -4.9% |
| 30D | +4.6% | -8.8% | +13.4% | +7.6% |
| 3M | -4.7% | -6.5% | +1.7% | -3.2% |
| 6M | -17.4% | +1.5% | -18.9% | -19.2% |
| YTD | +0.7% | +4.0% | -3.3% | -3.0% |
| 1Y | -5.9% | +3.4% | -9.3% | -9.1% |
| 3Y | +18.9% | +34.8% | -16.0% | +1.0% |
| 5Y | -62.9% | +18.4% | -81.3% | -67.6% |
| All | +34.4% | +148.1% | -113.8% | -12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling