+54.6%
JD vs WY
+9.5%
+45.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.1% | +0.6% |
| 7D | +5.2% | +0.2% | +5.0% | +5.0% |
| 30D | +4.5% | +8.0% | -3.5% | +1.3% |
| 3M | -15.4% | -17.7% | +2.3% | -9.4% |
| 6M | -6.0% | -10.8% | +4.7% | -3.0% |
| YTD | +2.2% | -10.6% | +12.8% | +4.8% |
| 1Y | -6.7% | -5.7% | -0.9% | -6.4% |
| 3Y | +20.5% | -24.8% | +45.3% | +30.3% |
| 5Y | -58.4% | -31.7% | -26.7% | -53.7% |
| 10Y | +32.5% | +2.9% | +29.5% | +19.8% |
| All | +54.6% | +9.5% | +45.1% | +26.2% |
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