-61.6%
JD vs WY
-20.4%
-41.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.0% | -2.3% |
| 7D | -3.0% | -1.7% | -1.3% | -2.2% |
| 30D | -19.3% | -9.9% | -9.5% | -15.6% |
| 3M | -6.0% | -7.5% | +1.5% | -3.3% |
| 6M | +1.8% | -5.1% | +6.9% | +3.1% |
| YTD | -2.6% | -2.1% | -0.5% | -3.4% |
| 1Y | -17.4% | -7.3% | -10.1% | -16.0% |
| 3Y | -8.6% | -22.6% | +14.0% | -0.1% |
| 5Y | -61.6% | -19.8% | -41.8% | -59.1% |
| All | -61.6% | -20.4% | -41.2% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling