+34.4%
JD vs WST
+456.5%
-422.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.2% |
| 7D | -4.1% | +4.2% | -8.3% | -5.3% |
| 30D | +4.6% | +11.2% | -6.6% | +1.4% |
| 3M | -4.7% | +20.4% | -25.1% | -9.8% |
| 6M | -17.4% | +37.9% | -55.2% | -25.1% |
| YTD | +0.7% | +51.8% | -51.1% | -12.1% |
| 1Y | -5.9% | +56.6% | -62.5% | -18.8% |
| 3Y | +18.9% | +24.2% | -5.3% | +0.4% |
| 5Y | -62.9% | +0.7% | -63.6% | -66.5% |
| All | +34.4% | +456.5% | -422.2% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling