+20.9%
JD vs WSM
+264.9%
-244.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.0% | -5.5% | -3.0% |
| 7D | +7.9% | +0.9% | +7.0% | +7.6% |
| 30D | +4.8% | +8.6% | -3.8% | +3.2% |
| 3M | -13.9% | +4.2% | -18.2% | -14.7% |
| 6M | -5.8% | +44.6% | -50.4% | -12.3% |
| YTD | +2.4% | +48.5% | -46.1% | -5.4% |
| 1Y | -7.5% | +34.7% | -42.2% | -13.1% |
| 3Y | +20.9% | +271.0% | -250.2% | -7.6% |
| All | +20.9% | +264.9% | -244.0% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling