+56.4%
JD vs WWD
+639.6%
-583.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.0% | +9.3% | +4.9% |
| 7D | +11.7% | -2.6% | +14.3% | +12.3% |
| 30D | +8.1% | -7.7% | +15.8% | +10.1% |
| 3M | -12.0% | -17.7% | +5.7% | -7.7% |
| 6M | -3.5% | -15.9% | +12.4% | -0.2% |
| YTD | +3.3% | +1.8% | +1.6% | +0.3% |
| 1Y | -7.4% | +17.4% | -24.8% | -14.2% |
| 3Y | +16.6% | +137.1% | -120.5% | -14.3% |
| 5Y | -57.9% | +162.4% | -220.3% | -70.6% |
| 10Y | +32.6% | +452.5% | -419.9% | -36.0% |
| All | +56.4% | +639.6% | -583.2% | -34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling