+56.4%
JD vs WST
+883.2%
-826.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.0% | +7.3% | +4.5% |
| 7D | +11.7% | -5.8% | +17.5% | +13.7% |
| 30D | +8.1% | +5.3% | +2.8% | +6.3% |
| 3M | -12.0% | +11.8% | -23.8% | -15.1% |
| 6M | -3.5% | +26.7% | -30.2% | -10.9% |
| YTD | +3.3% | +43.0% | -39.6% | -9.0% |
| 1Y | -7.4% | +38.9% | -46.3% | -17.9% |
| 3Y | +16.6% | +18.2% | -1.6% | -1.3% |
| 5Y | -57.9% | -1.5% | -56.3% | -62.3% |
| 10Y | +32.6% | +439.0% | -406.4% | -47.7% |
| All | +56.4% | +883.2% | -826.8% | -54.2% |
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