+54.3%
JD vs WPM
+730.1%
-675.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +2.9% | +2.0% |
| 7D | -1.7% | +1.1% | -2.7% | -1.9% |
| 30D | -13.2% | +26.4% | -39.5% | -16.3% |
| 3M | -3.2% | +20.8% | -24.0% | -6.3% |
| 6M | +15.2% | +1.1% | +14.1% | +14.1% |
| YTD | +2.0% | +32.5% | -30.5% | -3.5% |
| 1Y | -5.4% | +51.5% | -56.9% | -12.6% |
| 3Y | -9.1% | +267.0% | -276.1% | -27.5% |
| 5Y | -59.6% | +250.1% | -309.7% | -68.0% |
| 10Y | +26.2% | +540.4% | -514.1% | -7.5% |
| All | +54.3% | +730.1% | -675.8% | +23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling