+32.5%
JD vs WST
+446.4%
-413.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +5.2% | +1.4% | +3.8% | +4.7% |
| 30D | +4.5% | +12.7% | -8.2% | +0.9% |
| 3M | -15.4% | +17.2% | -32.6% | -19.3% |
| 6M | -6.0% | +26.7% | -32.7% | -12.8% |
| YTD | +2.2% | +50.3% | -48.1% | -10.6% |
| 1Y | -6.7% | +50.2% | -56.9% | -18.5% |
| 3Y | +20.5% | +21.7% | -1.2% | +2.6% |
| 5Y | -58.4% | +2.0% | -60.5% | -62.7% |
| 10Y | +32.5% | +451.1% | -418.6% | -48.3% |
| All | +32.5% | +446.4% | -413.9% | -48.3% |
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