-6.4%
JD vs WWD
+25.3%
-31.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.9% | -7.4% | -2.8% |
| 7D | +7.9% | +4.2% | +3.7% | +7.6% |
| 30D | +4.8% | -0.8% | +5.5% | +4.7% |
| 3M | -13.9% | -8.2% | -5.7% | -13.6% |
| 6M | -5.8% | -9.8% | +4.0% | -6.0% |
| YTD | +2.4% | +10.4% | -8.0% | +0.2% |
| All | -6.4% | +25.3% | -31.7% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling