+16.9%
JD vs WU
-40.9%
+57.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.2% |
| 7D | -3.0% | -4.9% | +1.9% | -1.5% |
| 30D | -19.3% | -1.3% | -18.1% | -19.2% |
| 3M | -6.0% | -3.6% | -2.5% | -6.6% |
| 6M | +1.8% | -24.3% | +26.1% | +9.0% |
| YTD | -2.6% | -21.1% | +18.5% | +2.6% |
| 1Y | -17.4% | -10.3% | -7.1% | -17.3% |
| 3Y | -8.6% | -28.4% | +19.8% | -3.1% |
| 5Y | -61.6% | -51.2% | -10.4% | -54.6% |
| 10Y | +16.9% | -39.6% | +56.5% | +13.8% |
| All | +16.9% | -40.9% | +57.7% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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