-61.3%
JD vs WCC
+216.1%
-277.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.9% | -2.0% | +1.0% |
| 7D | -1.7% | +4.5% | -6.1% | -2.7% |
| 30D | -13.2% | -5.8% | -7.4% | -12.1% |
| 3M | -3.2% | -3.7% | +0.5% | -3.1% |
| 6M | +15.2% | +23.1% | -7.8% | +7.4% |
| YTD | +2.0% | +44.2% | -42.2% | -9.2% |
| 1Y | -5.4% | +62.1% | -67.5% | -18.9% |
| 3Y | -9.1% | +121.1% | -130.2% | -32.4% |
| All | -61.3% | +216.1% | -277.3% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling