+17.6%
JD vs WAT
+153.6%
-136.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.5% |
| 7D | -0.8% | -0.7% | -0.1% | -0.6% |
| 30D | -16.0% | -1.0% | -15.1% | -15.8% |
| 3M | -3.2% | +10.9% | -14.1% | -7.0% |
| 6M | +6.1% | +33.2% | -27.1% | -5.9% |
| YTD | -0.1% | +6.1% | -6.2% | -4.2% |
| 1Y | -12.7% | +30.2% | -43.0% | -23.3% |
| 3Y | -6.3% | +52.9% | -59.2% | -27.1% |
| 5Y | -61.3% | -5.1% | -56.2% | -63.8% |
| 10Y | +17.6% | +152.6% | -135.0% | -26.5% |
| All | +17.6% | +153.6% | -136.0% | -26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling