+16.4%
JD vs WY
+7.2%
+9.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.7% | +1.0% |
| 7D | -2.6% | -3.7% | +1.1% | -1.3% |
| 30D | -15.4% | -11.3% | -4.0% | -11.6% |
| 3M | -5.0% | -8.1% | +3.1% | -2.5% |
| 6M | +0.9% | -7.4% | +8.3% | +2.9% |
| YTD | -2.5% | -4.7% | +2.2% | -2.0% |
| 1Y | -16.0% | -9.2% | -6.8% | -14.2% |
| 3Y | -8.5% | -24.7% | +16.2% | -0.9% |
| 5Y | -61.8% | -21.6% | -40.2% | -59.4% |
| All | +16.4% | +7.2% | +9.2% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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