+17.6%
JD vs WWD
+476.2%
-458.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 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