+54.3%
JD vs WTW
+273.8%
-219.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.8% |
| 7D | -1.7% | -2.6% | +1.0% | -0.6% |
| 30D | -13.2% | -1.0% | -12.2% | -12.8% |
| 3M | -3.2% | +29.9% | -33.1% | -13.3% |
| 6M | +15.2% | +10.7% | +4.5% | +9.2% |
| YTD | +2.0% | +2.6% | -0.6% | -0.9% |
| 1Y | -5.4% | +2.8% | -8.1% | -8.4% |
| 3Y | -9.1% | +67.3% | -76.4% | -32.1% |
| 5Y | -59.6% | +56.6% | -116.2% | -69.3% |
| 10Y | +26.2% | +204.1% | -177.8% | -35.8% |
| All | +54.3% | +273.8% | -219.5% | -27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling