-57.1%
JD vs WAT
+32.4%
-89.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.4% |
| 7D | +13.4% | -1.1% | +14.5% | +13.6% |
| 30D | +7.7% | +5.0% | +2.7% | +6.0% |
| 3M | -11.3% | +14.5% | -25.8% | -15.1% |
| 6M | -5.1% | +30.9% | -36.1% | -13.5% |
| YTD | +5.0% | +20.5% | -15.4% | -2.5% |
| 1Y | -5.6% | +23.3% | -28.9% | -13.3% |
| 3Y | +17.8% | +81.5% | -63.7% | -14.6% |
| All | -57.1% | +32.4% | -89.5% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling