-6.7%
JD vs WCC
+23.4%
-30.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +5.2% | -9.9% | +15.1% | +5.6% |
| 30D | +4.5% | -13.4% | +17.9% | +5.1% |
| 3M | -15.4% | -13.5% | -1.9% | -15.0% |
| 6M | -6.0% | -10.6% | +4.6% | -5.9% |
| YTD | +2.2% | +30.1% | -27.9% | -4.6% |
| 1Y | -6.7% | +22.3% | -29.0% | -12.6% |
| All | -6.7% | +23.4% | -30.1% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling