+16.9%
JD vs WSM
+997.3%
-980.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.3% | -2.4% |
| 7D | -3.0% | +2.6% | -5.6% | -3.6% |
| 30D | -19.3% | -9.3% | -10.0% | -17.4% |
| 3M | -6.0% | +7.1% | -13.1% | -7.9% |
| 6M | +1.8% | +21.7% | -19.9% | -3.7% |
| YTD | -2.6% | +28.7% | -31.3% | -9.4% |
| 1Y | -17.4% | +13.9% | -31.3% | -21.1% |
| 3Y | -8.6% | +232.2% | -240.8% | -37.1% |
| 5Y | -61.6% | +176.4% | -238.0% | -73.2% |
| 10Y | +16.9% | +1,072.4% | -1,055.6% | -40.6% |
| All | +16.9% | +997.3% | -980.5% | -40.6% |
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