-61.3%
JD vs NWSA
+40.6%
-102.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.1% |
| 7D | -0.8% | -2.6% | +1.9% | +0.5% |
| 30D | -16.0% | +4.6% | -20.6% | -18.0% |
| 3M | -3.2% | +10.2% | -13.4% | -8.3% |
| 6M | +6.1% | +21.6% | -15.6% | -4.9% |
| YTD | -0.1% | +14.6% | -14.8% | -8.0% |
| 1Y | -12.7% | +0.4% | -13.1% | -14.1% |
| 3Y | -6.3% | +45.0% | -51.3% | -27.7% |
| 5Y | -61.3% | +41.3% | -102.6% | -71.4% |
| All | -61.3% | +40.6% | -102.0% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling