+11.4%
WBD vs JD
+20.6%
-9.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -0.7% | -4.2% | +3.5% | +0.1% |
| 30D | +1.4% | -14.4% | +15.8% | +4.4% |
| 3M | +4.4% | -3.6% | +8.0% | +4.8% |
| 6M | +0.8% | -0.3% | +1.1% | +0.2% |
| YTD | -2.7% | -2.4% | -0.4% | -3.1% |
| 1Y | +73.4% | -18.5% | +91.9% | +78.2% |
| 3Y | +142.1% | -7.0% | +149.2% | +133.9% |
| 5Y | +7.2% | -61.7% | +68.9% | +16.5% |
| All | +11.4% | +20.6% | -9.3% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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