+34.4%
JD vs WWD
+439.4%
-405.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | -4.1% | +4.0% | -8.1% | -5.1% |
| 30D | +4.6% | +0.4% | +4.2% | +4.2% |
| 3M | -4.7% | -7.9% | +3.2% | -3.3% |
| 6M | -17.4% | -10.6% | -6.7% | -16.1% |
| YTD | +0.7% | +9.4% | -8.7% | -3.7% |
| 1Y | -5.9% | +25.7% | -31.6% | -13.6% |
| 3Y | +18.9% | +148.5% | -129.7% | -11.1% |
| 5Y | -62.9% | +189.5% | -252.4% | -74.0% |
| All | +34.4% | +439.4% | -405.0% | -32.4% |
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