-32.2%
JD vs WETO
-99.4%
+67.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.6% | +0.2% |
| 7D | -4.2% | -4.3% | +0.1% | -4.2% |
| 30D | -14.4% | -39.9% | +25.5% | -15.4% |
| 3M | -3.6% | -97.9% | +94.3% | -2.6% |
| 6M | -0.3% | -95.0% | +94.7% | -2.9% |
| YTD | -2.4% | -97.2% | +94.8% | -2.7% |
| 1Y | -18.5% | -98.9% | +80.4% | -15.8% |
| All | -32.2% | -99.4% | +67.2% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 5y: compounded portfolio wealth divided by compounded WETO 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…
5y analysis · Full analysis span regression · 6 months rolling