-5.6%
JD vs WAT
+23.8%
-29.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.6% |
| 7D | +13.4% | -1.1% | +14.5% | +13.3% |
| 30D | +7.7% | +5.0% | +2.7% | +7.6% |
| 3M | -11.3% | +14.5% | -25.8% | -11.4% |
| 6M | -5.1% | +30.9% | -36.1% | -5.5% |
| YTD | +5.0% | +20.5% | -15.4% | +5.6% |
| 1Y | -5.6% | +23.3% | -28.9% | -5.9% |
| All | -5.6% | +23.8% | -29.4% | -5.9% |
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