+59.0%
JD vs WAT
+353.0%
-294.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.3% |
| 7D | +13.4% | -1.1% | +14.5% | +13.7% |
| 30D | +7.7% | +5.0% | +2.7% | +5.5% |
| 3M | -11.3% | +14.5% | -25.8% | -16.1% |
| 6M | -5.1% | +30.9% | -36.1% | -15.7% |
| YTD | +5.0% | +20.5% | -15.4% | -4.9% |
| 1Y | -5.6% | +23.3% | -28.9% | -15.5% |
| 3Y | +17.8% | +81.5% | -63.7% | -16.9% |
| 5Y | -57.2% | +33.4% | -90.6% | -65.7% |
| 10Y | +34.8% | +231.5% | -196.7% | -37.8% |
| All | +59.0% | +353.0% | -294.1% | -38.1% |
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