+55.0%
JD vs WPM
+671.0%
-616.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.6% | -8.1% | -3.3% |
| 7D | +7.9% | +20.8% | -12.9% | +4.9% |
| 30D | +4.8% | +3.8% | +0.9% | +4.0% |
| 3M | -13.9% | +7.4% | -21.3% | -15.3% |
| 6M | -5.8% | +4.0% | -9.8% | -7.2% |
| YTD | +2.4% | +23.0% | -20.6% | -2.4% |
| 1Y | -7.5% | +45.9% | -53.5% | -14.3% |
| 3Y | +20.9% | +242.9% | -222.1% | -2.8% |
| 5Y | -58.0% | +259.5% | -317.6% | -66.8% |
| 10Y | +28.9% | +577.7% | -548.8% | -5.2% |
| All | +55.0% | +671.0% | -616.0% | +25.2% |
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