Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • JD vs WWD✓SelectedUSD · WWDJD vs WWD performance historyLatest closeAs of-2.05%09/08
Stock and ETF performance explorer

JD vs WWD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+17.6%
WWD return
+476.2%
Excess return
-458.6%
Maximum drawdown
-79.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioWWDExcessAlpha
1D-2.1%-2.0%0.0%-1.6%
7D-0.8%+0.8%-1.6%-1.0%
30D-16.0%-6.4%-9.6%-14.8%
3M-3.2%-5.6%+2.4%-2.6%
6M+6.1%-9.1%+15.2%+7.3%
YTD-0.1%+12.5%-12.6%-4.8%
1Y-12.7%+41.3%-54.1%-22.1%
3Y-6.3%+170.2%-176.5%-31.1%
5Y-61.3%+192.5%-253.8%-72.8%
10Y+17.6%+476.9%-459.3%-35.4%
All+17.6%+476.2%-458.6%-35.4%

Cumulative growth

Daily Returns

Daily percentage return beside WWD.

Daily Out/Under-Performance

Portfolio return minus WWD return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WWD 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 WWD 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