+54.3%
JD vs WAT
+305.3%
-251.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.3% |
| 7D | -1.7% | -1.3% | -0.4% | -1.2% |
| 30D | -13.2% | +2.3% | -15.5% | -14.0% |
| 3M | -3.2% | +8.7% | -11.9% | -6.7% |
| 6M | +15.2% | +28.3% | -13.1% | +2.5% |
| YTD | +2.0% | +7.8% | -5.8% | -3.3% |
| 1Y | -5.4% | +36.6% | -42.0% | -19.5% |
| 3Y | -9.1% | +45.7% | -54.8% | -29.3% |
| 5Y | -59.6% | -3.3% | -56.3% | -62.6% |
| 10Y | +26.2% | +162.1% | -135.9% | -34.9% |
| All | +54.3% | +305.3% | -251.0% | -37.1% |
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