+55.0%
JD vs WU
-11.8%
+66.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +7.9% | +9.1% | -1.2% | +4.9% |
| 30D | +4.8% | +12.1% | -7.3% | +0.8% |
| 3M | -13.9% | +0.3% | -14.3% | -14.5% |
| 6M | -5.8% | -19.1% | +13.3% | -0.8% |
| YTD | +2.4% | -19.2% | +21.6% | +7.2% |
| 1Y | -7.5% | -15.3% | +7.7% | -5.1% |
| 3Y | +20.9% | -21.3% | +42.2% | +24.7% |
| 5Y | -58.0% | -41.7% | -16.4% | -53.0% |
| 10Y | +28.9% | -36.0% | +64.9% | +25.5% |
| All | +55.0% | -11.8% | +66.8% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling