+32.2%
JD vs WSM
+1,181.2%
-1,149.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +0.4% | -3.0% | +3.4% | +1.1% |
| 30D | +4.2% | +10.1% | -5.8% | +1.7% |
| 3M | -12.8% | +4.9% | -17.7% | -14.0% |
| 6M | -8.8% | +49.8% | -58.6% | -18.1% |
| YTD | +0.5% | +48.7% | -48.2% | -10.0% |
| 1Y | -8.8% | +38.7% | -47.5% | -16.9% |
| 3Y | +18.6% | +269.5% | -250.9% | -20.4% |
| 5Y | -62.2% | +179.0% | -241.2% | -73.9% |
| 10Y | +32.2% | +1,162.3% | -1,130.1% | -36.7% |
| All | +32.2% | +1,181.2% | -1,149.0% | -36.7% |
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