-9.7%
JD vs WAT
+32.9%
-42.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.4% | +3.0% |
| 7D | +9.0% | -1.9% | +10.9% | +9.0% |
| 30D | +5.2% | +6.2% | -1.0% | +5.1% |
| 3M | -15.9% | +18.1% | -34.0% | -16.0% |
| 6M | -7.7% | +54.9% | -62.6% | -9.4% |
| YTD | +0.1% | +23.1% | -23.0% | +0.6% |
| 1Y | -9.7% | +27.3% | -37.0% | -10.4% |
| All | -9.7% | +32.9% | -42.7% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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