+20.9%
JD vs NWSA
+26.5%
-5.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.7% |
| 7D | +7.9% | -10.5% | +18.4% | +10.5% |
| 30D | +4.8% | -8.8% | +13.5% | +6.6% |
| 3M | -13.9% | -6.5% | -7.4% | -13.3% |
| 6M | -5.8% | -1.3% | -4.5% | -7.2% |
| YTD | +2.4% | +2.5% | -0.1% | -0.7% |
| 1Y | -7.5% | +0.2% | -7.7% | -9.6% |
| 3Y | +20.9% | +27.6% | -6.7% | -0.4% |
| All | +20.9% | +26.5% | -5.7% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling