+54.3%
JD vs WSM
+789.2%
-734.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.4% |
| 7D | -1.7% | -3.3% | +1.6% | -0.9% |
| 30D | -13.2% | -8.4% | -4.8% | -11.3% |
| 3M | -3.2% | +9.7% | -12.8% | -5.8% |
| 6M | +15.2% | +16.7% | -1.5% | +9.9% |
| YTD | +2.0% | +28.7% | -26.7% | -5.3% |
| 1Y | -5.4% | +13.7% | -19.0% | -9.6% |
| 3Y | -9.1% | +230.1% | -239.2% | -37.6% |
| 5Y | -59.6% | +179.0% | -238.6% | -72.0% |
| 10Y | +26.2% | +1,002.5% | -976.3% | -41.1% |
| All | +54.3% | +789.2% | -734.9% | -25.3% |
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