+52.1%
JD vs NWSA
+81.3%
-29.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -2.0% |
| 7D | +0.4% | -12.2% | +12.6% | +5.2% |
| 30D | +4.2% | -8.7% | +12.9% | +7.4% |
| 3M | -12.8% | -6.0% | -6.8% | -11.5% |
| 6M | -8.8% | -0.3% | -8.4% | -10.2% |
| YTD | +0.5% | +3.5% | -3.0% | -3.2% |
| 1Y | -8.8% | +0.8% | -9.5% | -11.1% |
| 3Y | +18.6% | +31.1% | -12.6% | +0.9% |
| 5Y | -62.2% | +18.8% | -81.0% | -67.1% |
| 10Y | +32.2% | +147.9% | -115.7% | -23.7% |
| All | +52.1% | +81.3% | -29.2% | -1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling