+16.5%
JD vs WTW
+198.0%
-181.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -4.2% | -5.7% | +1.5% | -2.1% |
| 30D | -14.4% | -7.3% | -7.1% | -11.9% |
| 3M | -3.6% | +21.5% | -25.0% | -10.6% |
| 6M | -0.3% | +9.6% | -9.9% | -4.8% |
| YTD | -2.4% | -3.3% | +0.9% | -2.6% |
| 1Y | -18.5% | -6.1% | -12.4% | -17.9% |
| 3Y | -7.0% | +61.8% | -68.9% | -28.6% |
| 5Y | -61.7% | +42.7% | -104.4% | -69.2% |
| All | +16.5% | +198.0% | -181.5% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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