+52.1%
JD vs WSM
+927.9%
-875.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.6% |
| 3M | -12.8% | +4.9% | -17.7% | -14.0% |
| 6M | -8.8% | +49.8% | -58.6% | -18.2% |
| YTD | +0.5% | +48.7% | -48.2% | -10.1% |
| 1Y | -8.8% | +38.7% | -47.5% | -17.0% |
| 3Y | +18.6% | +269.5% | -250.9% | -20.6% |
| 5Y | -62.2% | +179.0% | -241.2% | -73.9% |
| 10Y | +32.2% | +1,162.3% | -1,130.1% | -40.4% |
| All | +52.1% | +927.9% | -875.8% | -29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling