+17.6%
JD vs WCC
+509.2%
-491.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.5% | -2.6% |
| 7D | -0.8% | +8.5% | -9.3% | -2.7% |
| 30D | -16.0% | -1.0% | -15.1% | -16.0% |
| 3M | -3.2% | +2.1% | -5.3% | -4.5% |
| 6M | +6.1% | +36.8% | -30.8% | -3.1% |
| YTD | -0.1% | +47.7% | -47.8% | -10.9% |
| 1Y | -12.7% | +66.5% | -79.2% | -24.9% |
| 3Y | -6.3% | +134.2% | -140.5% | -28.9% |
| 5Y | -61.3% | +231.6% | -293.0% | -74.1% |
| 10Y | +17.6% | +508.1% | -490.5% | -36.4% |
| All | +17.6% | +509.2% | -491.6% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling