+50.1%
JD vs WAT
+357.6%
-307.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.6% | -0.6% |
| 7D | -4.0% | +2.0% | -6.0% | -4.8% |
| 30D | +2.7% | +7.7% | -5.0% | -0.5% |
| 3M | -13.0% | +11.1% | -24.1% | -16.8% |
| 6M | -12.7% | +31.2% | -43.9% | -22.5% |
| YTD | -0.8% | +21.7% | -22.5% | -10.6% |
| 1Y | -8.9% | +19.3% | -28.2% | -17.3% |
| 3Y | +17.0% | +80.6% | -63.6% | -17.1% |
| 5Y | -63.5% | +29.5% | -93.0% | -70.3% |
| 10Y | +30.5% | +225.3% | -194.8% | -38.9% |
| All | +50.1% | +357.6% | -307.5% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling