+55.0%
JD vs NWSA
+79.5%
-24.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.8% |
| 7D | +7.9% | -10.5% | +18.4% | +12.2% |
| 30D | +4.8% | -8.8% | +13.5% | +7.9% |
| 3M | -13.9% | -6.5% | -7.4% | -12.4% |
| 6M | -5.8% | -1.3% | -4.5% | -6.9% |
| YTD | +2.4% | +2.5% | -0.1% | -0.9% |
| 1Y | -7.5% | +0.2% | -7.7% | -9.7% |
| 3Y | +20.9% | +27.6% | -6.7% | +4.1% |
| 5Y | -58.0% | +17.0% | -75.0% | -63.3% |
| 10Y | +28.9% | +148.3% | -119.4% | -25.8% |
| All | +55.0% | +79.5% | -24.5% | +0.8% |
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