+50.1%
JD vs WY
+8.6%
+41.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | -4.0% | -5.4% | +1.4% | -2.1% |
| 30D | +2.7% | +7.9% | -5.2% | -0.5% |
| 3M | -13.0% | -16.6% | +3.6% | -7.3% |
| 6M | -12.7% | -11.2% | -1.5% | -9.7% |
| YTD | -0.8% | -11.3% | +10.5% | +2.1% |
| 1Y | -8.9% | -5.5% | -3.4% | -8.7% |
| 3Y | +17.0% | -25.4% | +42.4% | +26.9% |
| 5Y | -63.5% | -32.4% | -31.1% | -59.2% |
| 10Y | +30.5% | +3.8% | +26.8% | +17.4% |
| All | +50.1% | +8.6% | +41.5% | +22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling