-57.1%
JD vs WWD
+170.1%
-227.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.4% | -1.8% | +0.9% |
| 7D | +13.4% | +4.2% | +9.2% | +12.2% |
| 30D | +7.7% | -2.1% | +9.8% | +8.0% |
| 3M | -11.3% | -13.2% | +1.9% | -8.8% |
| 6M | -5.1% | -16.9% | +11.7% | -2.2% |
| YTD | +5.0% | +5.2% | -0.2% | +1.0% |
| 1Y | -5.6% | +20.6% | -26.2% | -12.9% |
| 3Y | +17.8% | +146.3% | -128.6% | -14.6% |
| All | -57.1% | +170.1% | -227.2% | -72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling