+32.2%
JD vs WY
+3.1%
+29.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | +0.4% | -5.1% | +5.5% | +2.3% |
| 30D | +4.2% | +9.0% | -4.8% | +0.8% |
| 3M | -12.8% | -16.7% | +4.0% | -7.1% |
| 6M | -8.8% | -10.3% | +1.5% | -6.1% |
| YTD | +0.5% | -10.5% | +11.0% | +3.0% |
| 1Y | -8.8% | -5.9% | -2.9% | -8.4% |
| 3Y | +18.6% | -24.7% | +43.3% | +27.9% |
| 5Y | -62.2% | -31.5% | -30.7% | -58.1% |
| 10Y | +32.2% | +4.7% | +27.5% | +28.3% |
| All | +32.2% | +3.1% | +29.1% | +28.3% |
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