-61.3%
JD vs WSM
+189.5%
-250.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.1% |
| 7D | -0.8% | +2.6% | -3.4% | -1.4% |
| 30D | -16.0% | -9.5% | -6.5% | -13.8% |
| 3M | -3.2% | +12.9% | -16.1% | -6.7% |
| 6M | +6.1% | +23.0% | -17.0% | -0.6% |
| YTD | -0.1% | +28.9% | -29.0% | -7.9% |
| 1Y | -12.7% | +13.7% | -26.4% | -16.9% |
| 3Y | -6.3% | +232.6% | -238.9% | -41.6% |
| 5Y | -61.3% | +185.9% | -247.2% | -74.8% |
| All | -61.3% | +189.5% | -250.8% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling