+54.6%
JD vs WCN
+609.0%
-554.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | +5.2% | +2.6% | +2.6% | +4.1% |
| 30D | +4.5% | +25.3% | -20.8% | -5.0% |
| 3M | -15.4% | +15.2% | -30.6% | -20.5% |
| 6M | -6.0% | +26.4% | -32.5% | -15.4% |
| YTD | +2.2% | +9.9% | -7.8% | -3.0% |
| 1Y | -6.7% | +16.2% | -22.8% | -13.7% |
| 3Y | +20.5% | +49.4% | -28.9% | -4.7% |
| 5Y | -58.4% | +46.2% | -104.6% | -67.4% |
| 10Y | +32.5% | +305.7% | -273.2% | -42.7% |
| All | +54.6% | +609.0% | -554.4% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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