-9.7%
JD vs WAB
+46.5%
-56.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +2.0% | +3.0% |
| 7D | +9.0% | +4.5% | +4.4% | +8.6% |
| 30D | +5.2% | +1.1% | +4.1% | +5.1% |
| 3M | -15.9% | -1.3% | -14.6% | -15.9% |
| 6M | -7.7% | +12.7% | -20.4% | -9.4% |
| YTD | +0.1% | +38.7% | -38.6% | -8.3% |
| 1Y | -9.7% | +44.9% | -54.7% | -18.0% |
| All | -9.7% | +46.5% | -56.3% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling