-17.4%
JD vs NWSA
+2.0%
-19.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -3.0% | -3.1% | +0.1% | -2.4% |
| 30D | -19.3% | +4.3% | -23.6% | -20.1% |
| 3M | -6.0% | +9.2% | -15.2% | -8.1% |
| 6M | +1.8% | +21.6% | -19.8% | -3.2% |
| YTD | -2.6% | +14.2% | -16.8% | -5.8% |
| 1Y | -17.4% | +1.8% | -19.2% | -19.4% |
| All | -17.4% | +2.0% | -19.4% | -19.4% |
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 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