+32.2%
JD vs WWD
+468.3%
-436.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.9% |
| 7D | +0.4% | +3.7% | -3.3% | -0.6% |
| 30D | +4.2% | +1.8% | +2.4% | +3.5% |
| 3M | -12.8% | -5.0% | -7.8% | -12.1% |
| 6M | -8.8% | -8.4% | -0.4% | -7.9% |
| YTD | +0.5% | +12.3% | -11.8% | -4.5% |
| 1Y | -8.8% | +26.2% | -35.0% | -16.3% |
| 3Y | +18.6% | +154.6% | -136.0% | -11.8% |
| 5Y | -62.2% | +195.3% | -257.5% | -73.6% |
| 10Y | +32.2% | +466.3% | -434.1% | -34.2% |
| All | +32.2% | +468.3% | -436.1% | -34.2% |
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