+59.0%
JD vs WST
+901.5%
-842.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.2% | +1.1% |
| 7D | +13.4% | -3.1% | +16.5% | +14.3% |
| 30D | +7.7% | +9.1% | -1.4% | +4.8% |
| 3M | -11.3% | +14.7% | -26.0% | -15.1% |
| 6M | -5.1% | +28.0% | -33.2% | -12.7% |
| YTD | +5.0% | +45.6% | -40.6% | -8.0% |
| 1Y | -5.6% | +45.7% | -51.3% | -17.5% |
| 3Y | +17.8% | +21.1% | -3.3% | -1.1% |
| 5Y | -57.2% | +0.3% | -57.5% | -61.9% |
| 10Y | +34.8% | +449.0% | -414.2% | -47.2% |
| All | +59.0% | +901.5% | -842.6% | -53.7% |
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