+34.4%
JD vs WPM
+749.7%
-715.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -4.1% | -3.6% | -0.6% | -3.5% |
| 30D | +4.6% | +1.4% | +3.2% | +4.0% |
| 3M | -4.7% | -0.2% | -4.6% | -5.5% |
| 6M | -17.4% | -7.3% | -10.0% | -17.2% |
| YTD | +0.7% | +12.3% | -11.6% | -4.1% |
| 1Y | -5.9% | +24.9% | -30.8% | -12.5% |
| 3Y | +18.9% | +210.4% | -191.5% | -11.3% |
| 5Y | -62.9% | +210.4% | -273.3% | -72.9% |
| All | +34.4% | +749.7% | -715.3% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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