-6.7%
JD vs WAT
+26.7%
-33.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +5.2% | +3.4% | +1.8% | +5.2% |
| 30D | +4.5% | +9.6% | -5.1% | +4.4% |
| 3M | -15.4% | +15.5% | -30.9% | -15.5% |
| 6M | -6.0% | +33.9% | -39.9% | -6.2% |
| YTD | +2.2% | +25.2% | -23.0% | +2.7% |
| 1Y | -6.7% | +26.3% | -32.9% | -6.5% |
| All | -6.7% | +26.7% | -33.4% | -6.5% |
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 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