+54.3%
JD vs WST
+751.6%
-697.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | -1.7% | +0.7% | -2.4% | -1.9% |
| 30D | -13.2% | -3.1% | -10.0% | -12.3% |
| 3M | -3.2% | +7.2% | -10.4% | -5.5% |
| 6M | +15.2% | +36.8% | -21.6% | +3.3% |
| YTD | +2.0% | +23.8% | -21.9% | -6.0% |
| 1Y | -5.4% | +37.8% | -43.1% | -16.2% |
| 3Y | -9.1% | -15.9% | +6.8% | -12.2% |
| 5Y | -59.6% | -25.8% | -33.8% | -59.9% |
| 10Y | +26.2% | +319.6% | -293.4% | -45.2% |
| All | +54.3% | +751.6% | -697.3% | -52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling