+54.3%
JD vs WAB
+303.3%
-249.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.6% |
| 7D | -1.7% | -3.2% | +1.5% | -0.6% |
| 30D | -13.2% | -4.4% | -8.7% | -12.0% |
| 3M | -3.2% | +7.9% | -11.0% | -6.2% |
| 6M | +15.2% | +8.7% | +6.5% | +10.9% |
| YTD | +2.0% | +33.0% | -31.0% | -8.3% |
| 1Y | -5.4% | +46.7% | -52.0% | -17.9% |
| 3Y | -9.1% | +153.0% | -162.1% | -34.6% |
| 5Y | -59.6% | +222.3% | -281.9% | -73.1% |
| 10Y | +26.2% | +291.0% | -264.7% | -28.7% |
| All | +54.3% | +303.3% | -249.0% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling