-73.9%
WBD vs JD
+23.3%
-97.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.0% | +5.1% |
| 7D | -13.9% | -4.4% | -9.6% | -13.2% |
| 30D | -7.6% | -15.1% | +7.5% | -4.7% |
| 3M | -28.3% | -33.1% | +4.8% | -22.8% |
| 6M | -22.3% | -26.6% | +4.3% | -18.2% |
| YTD | +6.9% | -53.4% | +60.3% | +21.7% |
| 1Y | -6.2% | -43.2% | +37.0% | +3.0% |
| 3Y | -55.8% | -66.5% | +10.7% | -49.9% |
| 5Y | -69.3% | +23.5% | -92.8% | -72.9% |
| All | -73.9% | +23.3% | -97.1% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling