+54.3%
JD vs WEC
+254.5%
-200.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.9% |
| 7D | -1.7% | -0.3% | -1.4% | -1.7% |
| 30D | -13.2% | -1.3% | -11.9% | -13.1% |
| 3M | -3.2% | -3.9% | +0.7% | -3.0% |
| 6M | +15.2% | -8.3% | +23.5% | +15.8% |
| YTD | +2.0% | +3.1% | -1.1% | +1.6% |
| 1Y | -5.4% | +1.9% | -7.3% | -5.7% |
| 3Y | -9.1% | +41.9% | -51.0% | -12.1% |
| 5Y | -59.6% | +30.8% | -90.4% | -60.9% |
| 10Y | +26.2% | +141.9% | -115.7% | +17.3% |
| All | +54.3% | +254.5% | -200.2% | +45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling