-6.7%
JD vs WAB
+47.8%
-54.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.3% |
| 7D | +5.2% | +4.0% | +1.2% | +5.0% |
| 30D | +4.5% | +6.3% | -1.8% | +4.1% |
| 3M | -15.4% | +3.3% | -18.7% | -15.6% |
| 6M | -6.0% | +14.5% | -20.5% | -7.6% |
| YTD | +2.2% | +42.7% | -40.5% | -7.1% |
| 1Y | -6.7% | +45.2% | -51.9% | -15.5% |
| All | -6.7% | +47.8% | -54.4% | -15.5% |
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