-20.1%
WBD vs JD
+38.3%
-58.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.3% | -13.6% | +47.9% | +36.6% |
| 7D | +34.3% | -13.6% | +47.9% | +36.6% |
| 30D | +34.3% | -13.6% | +47.9% | +36.6% |
| 3M | +34.3% | -13.6% | +47.9% | +36.6% |
| 6M | +34.3% | -13.6% | +47.9% | +36.6% |
| YTD | +34.3% | -13.6% | +47.9% | +36.6% |
| 1Y | +63.0% | -22.9% | +85.9% | +69.1% |
| 3Y | +206.7% | +0.9% | +205.8% | +192.3% |
| 5Y | +18.4% | -58.0% | +76.3% | +26.2% |
| 10Y | +11.8% | +7.7% | +4.1% | -5.6% |
| All | -20.1% | +38.3% | -58.5% | -35.3% |
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