+28.9%
JD vs WST
+466.7%
-437.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.3% | -5.8% | -3.4% |
| 7D | +7.9% | +1.3% | +6.6% | +7.4% |
| 30D | +4.8% | +12.9% | -8.1% | +1.1% |
| 3M | -13.9% | +16.7% | -30.6% | -17.8% |
| 6M | -5.8% | +26.8% | -32.6% | -12.6% |
| YTD | +2.4% | +50.5% | -48.1% | -10.5% |
| 1Y | -7.5% | +52.9% | -60.4% | -19.7% |
| 3Y | +20.9% | +23.9% | -3.0% | +2.1% |
| 5Y | -58.0% | +1.0% | -59.1% | -62.2% |
| 10Y | +28.9% | +451.4% | -422.5% | -50.0% |
| All | +28.9% | +466.7% | -437.8% | -50.0% |
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