+32.5%
JD vs WAB
+288.7%
-256.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.8% |
| 7D | +5.2% | +4.0% | +1.2% | +3.8% |
| 30D | +4.5% | +6.3% | -1.8% | +2.4% |
| 3M | -15.4% | +3.3% | -18.7% | -16.6% |
| 6M | -6.0% | +14.5% | -20.5% | -10.7% |
| YTD | +2.2% | +42.7% | -40.5% | -9.7% |
| 1Y | -6.7% | +45.2% | -51.9% | -18.0% |
| 3Y | +20.5% | +173.8% | -153.2% | -13.3% |
| 5Y | -58.4% | +223.8% | -282.2% | -71.6% |
| 10Y | +32.5% | +280.5% | -248.0% | -19.8% |
| All | +32.5% | +288.7% | -256.3% | -19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling