-18.5%
JD vs WSM
+12.7%
-31.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | -4.2% | -0.5% | -3.7% | -4.2% |
| 30D | -14.4% | -7.7% | -6.7% | -13.5% |
| 3M | -3.6% | +3.8% | -7.3% | -4.3% |
| 6M | -0.3% | +22.7% | -23.0% | -4.5% |
| YTD | -2.4% | +28.0% | -30.4% | -8.7% |
| 1Y | -18.5% | +12.7% | -31.3% | -24.6% |
| All | -18.5% | +12.7% | -31.2% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling