+16.4%
JD vs NWSA
+148.8%
-132.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -2.6% | -4.8% | +2.2% | -0.7% |
| 30D | -15.4% | +3.0% | -18.3% | -16.4% |
| 3M | -5.0% | +9.3% | -14.3% | -8.8% |
| 6M | +0.9% | +23.2% | -22.3% | -7.9% |
| YTD | -2.5% | +13.3% | -15.8% | -8.3% |
| 1Y | -16.0% | +2.9% | -18.9% | -18.1% |
| 3Y | -8.5% | +43.3% | -51.9% | -23.3% |
| 5Y | -61.8% | +40.9% | -102.6% | -68.3% |
| All | +16.4% | +148.8% | -132.5% | -23.3% |
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 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