+17.6%
JD vs WEC
+143.0%
-125.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.1% | -2.1% |
| 7D | -0.8% | +0.8% | -1.6% | -0.8% |
| 30D | -16.0% | +0.3% | -16.4% | -16.1% |
| 3M | -3.2% | -2.9% | -0.3% | -3.1% |
| 6M | +6.1% | -5.9% | +12.0% | +6.4% |
| YTD | -0.1% | +4.1% | -4.3% | -0.6% |
| 1Y | -12.7% | +3.1% | -15.9% | -13.1% |
| 3Y | -6.3% | +40.8% | -47.1% | -9.7% |
| 5Y | -61.3% | +31.7% | -93.0% | -62.7% |
| 10Y | +17.6% | +141.1% | -123.5% | +4.5% |
| All | +17.6% | +143.0% | -125.4% | +4.5% |
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