-6.7%
JD vs WU
-14.8%
+8.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | +5.2% | +11.0% | -5.8% | +5.1% |
| 30D | +4.5% | +13.4% | -8.9% | +4.4% |
| 3M | -15.4% | +2.2% | -17.6% | -15.6% |
| 6M | -6.0% | -18.2% | +12.2% | -5.6% |
| YTD | +2.2% | -18.3% | +20.4% | +2.2% |
| 1Y | -6.7% | -12.2% | +5.5% | -9.0% |
| All | -6.7% | -14.8% | +8.1% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling