+34.4%
JD vs WSM
+1,131.4%
-1,097.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | +0.1% | +1.2% |
| 7D | -4.1% | 0.0% | -4.1% | -4.2% |
| 30D | +4.6% | +5.1% | -0.5% | +3.2% |
| 3M | -4.7% | +5.1% | -9.8% | -6.2% |
| 6M | -17.4% | +48.6% | -65.9% | -25.6% |
| YTD | +0.7% | +44.2% | -43.5% | -9.2% |
| 1Y | -5.9% | +38.1% | -44.0% | -14.2% |
| 3Y | +18.9% | +257.2% | -238.3% | -19.6% |
| 5Y | -62.9% | +165.1% | -228.0% | -74.1% |
| All | +34.4% | +1,131.4% | -1,097.0% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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