-32.3%
JD vs WETO
-99.4%
+67.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.1% | -7.0% | 0.0% |
| 7D | -2.6% | -19.9% | +17.3% | -2.5% |
| 30D | -15.4% | -42.7% | +27.3% | -16.3% |
| 3M | -5.0% | -97.7% | +92.7% | -4.1% |
| 6M | +0.9% | -94.4% | +95.3% | -1.9% |
| YTD | -2.5% | -97.0% | +94.5% | -2.9% |
| 1Y | -16.0% | -98.9% | +82.8% | -13.2% |
| All | -32.3% | -99.4% | +67.1% | -29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling