-62.4%
JD vs WTW
+55.3%
-117.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +0.9% |
| 7D | -4.1% | +2.0% | -6.1% | -4.7% |
| 30D | +4.6% | +12.9% | -8.3% | +0.8% |
| 3M | -4.7% | +0.7% | -5.5% | -5.1% |
| 6M | -17.4% | +39.5% | -56.8% | -25.3% |
| YTD | +0.7% | +3.1% | -2.4% | -0.6% |
| 1Y | -5.9% | +4.8% | -10.6% | -7.8% |
| 3Y | +18.9% | +42.9% | -24.1% | -2.4% |
| All | -62.4% | +55.3% | -117.6% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling