+54.3%
JD vs NWSA
+104.7%
-50.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.7% |
| 7D | -1.7% | -1.9% | +0.2% | -0.9% |
| 30D | -13.2% | +4.6% | -17.7% | -15.0% |
| 3M | -3.2% | +13.2% | -16.4% | -8.7% |
| 6M | +15.2% | +27.0% | -11.8% | +3.1% |
| YTD | +2.0% | +16.8% | -14.9% | -5.8% |
| 1Y | -5.4% | +4.5% | -9.9% | -8.5% |
| 3Y | -9.1% | +46.2% | -55.3% | -25.4% |
| 5Y | -59.6% | +40.9% | -100.5% | -67.0% |
| 10Y | +26.2% | +145.1% | -118.9% | -25.1% |
| All | +54.3% | +104.7% | -50.3% | -4.1% |
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