-57.1%
JD vs WAB
+203.5%
-260.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +0.8% |
| 7D | +13.4% | +1.4% | +11.9% | +12.4% |
| 30D | +7.7% | +0.4% | +7.3% | +7.1% |
| 3M | -11.3% | -3.8% | -7.4% | -10.2% |
| 6M | -5.1% | +5.1% | -10.2% | -9.0% |
| YTD | +5.0% | +33.3% | -28.3% | -12.2% |
| 1Y | -5.6% | +39.8% | -45.5% | -23.4% |
| 3Y | +17.8% | +161.1% | -143.3% | -37.6% |
| All | -57.1% | +203.5% | -260.6% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling