+16.9%
JD vs WAB
+282.7%
-265.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.0% |
| 7D | -3.0% | +0.2% | -3.2% | -3.0% |
| 30D | -19.3% | -4.6% | -14.8% | -18.3% |
| 3M | -6.0% | +5.6% | -11.7% | -8.1% |
| 6M | +1.8% | +13.8% | -12.0% | -3.0% |
| YTD | -2.6% | +31.9% | -34.4% | -11.4% |
| 1Y | -17.4% | +48.3% | -65.7% | -27.8% |
| 3Y | -8.6% | +167.1% | -175.7% | -33.4% |
| 5Y | -61.6% | +222.9% | -284.5% | -73.4% |
| 10Y | +16.9% | +289.9% | -273.1% | -27.8% |
| All | +16.9% | +282.7% | -265.8% | -27.8% |
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