+16.9%
JD vs WPM
+523.6%
-506.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.5% | -2.7% |
| 7D | -3.0% | +3.9% | -6.9% | -3.7% |
| 30D | -19.3% | +17.7% | -37.0% | -21.9% |
| 3M | -6.0% | +39.4% | -45.4% | -12.2% |
| 6M | +1.8% | +6.4% | -4.6% | -0.4% |
| YTD | -2.6% | +34.0% | -36.5% | -9.5% |
| 1Y | -17.4% | +50.5% | -68.0% | -25.4% |
| 3Y | -8.6% | +280.3% | -288.9% | -32.7% |
| 5Y | -61.6% | +266.3% | -327.9% | -72.0% |
| 10Y | +16.9% | +550.8% | -533.9% | -28.7% |
| All | +16.9% | +523.6% | -506.8% | -28.7% |
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