+32.3%
JD vs WAB
+269.8%
-237.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | -4.0% | +7.9% | -11.9% | -6.2% |
| 30D | +2.7% | +4.9% | -2.2% | +0.9% |
| 3M | -13.0% | +1.8% | -14.8% | -13.8% |
| 6M | -12.7% | +12.0% | -24.7% | -16.5% |
| YTD | -0.8% | +41.3% | -42.1% | -12.1% |
| 1Y | -8.9% | +43.8% | -52.7% | -19.8% |
| 3Y | +17.0% | +171.1% | -154.0% | -15.7% |
| 5Y | -63.5% | +217.7% | -281.2% | -75.0% |
| All | +32.3% | +269.8% | -237.5% | -19.2% |
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