-57.1%
JD vs WST
-0.1%
-57.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.2% | +1.3% |
| 7D | +13.4% | -3.1% | +16.5% | +14.0% |
| 30D | +7.7% | +9.1% | -1.4% | +5.7% |
| 3M | -11.3% | +14.7% | -26.0% | -13.9% |
| 6M | -5.1% | +28.0% | -33.2% | -10.4% |
| YTD | +5.0% | +45.6% | -40.6% | -4.2% |
| 1Y | -5.6% | +45.7% | -51.3% | -14.0% |
| 3Y | +17.8% | +21.1% | -3.3% | +3.6% |
| All | -57.1% | -0.1% | -57.0% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling