+59.0%
JD vs WEC
+287.8%
-228.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.8% |
| 7D | +13.4% | -0.2% | +13.5% | +13.4% |
| 30D | +7.7% | +12.3% | -4.6% | +6.9% |
| 3M | -11.3% | +8.3% | -19.5% | -11.7% |
| 6M | -5.1% | +3.5% | -8.6% | -5.4% |
| YTD | +5.0% | +12.7% | -7.7% | +4.1% |
| 1Y | -5.6% | +8.2% | -13.8% | -6.2% |
| 3Y | +17.8% | +55.9% | -38.1% | +13.2% |
| 5Y | -57.2% | +51.2% | -108.4% | -59.0% |
| 10Y | +34.8% | +177.6% | -142.8% | +24.2% |
| All | +59.0% | +287.8% | -228.8% | +48.5% |
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 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