+28.9%
JD vs WEC
+178.6%
-149.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.6% |
| 7D | +7.9% | +0.2% | +7.7% | +7.9% |
| 30D | +4.8% | +12.9% | -8.2% | +4.0% |
| 3M | -13.9% | +9.8% | -23.7% | -14.4% |
| 6M | -5.8% | +6.7% | -12.5% | -6.3% |
| YTD | +2.4% | +14.0% | -11.6% | +1.4% |
| 1Y | -7.5% | +7.3% | -14.9% | -8.1% |
| 3Y | +20.9% | +63.8% | -42.9% | +15.3% |
| 5Y | -58.0% | +54.8% | -112.8% | -60.1% |
| 10Y | +28.9% | +185.7% | -156.8% | +14.0% |
| All | +28.9% | +178.6% | -149.7% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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