-27.1%
WBD vs JD
+48.3%
-75.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.8% |
| 7D | -1.8% | -1.7% | -0.1% | -1.5% |
| 30D | +8.8% | -13.2% | +21.9% | +11.5% |
| 3M | +4.6% | -3.2% | +7.8% | +5.0% |
| 6M | +1.1% | +15.2% | -14.2% | -2.2% |
| YTD | -2.0% | +2.0% | -4.0% | -3.1% |
| 1Y | +140.0% | -5.4% | +145.4% | +139.8% |
| 3Y | +144.4% | -9.1% | +153.5% | +137.8% |
| 5Y | -0.2% | -59.6% | +59.4% | +6.9% |
| 10Y | +9.1% | +26.2% | -17.1% | -10.0% |
| All | -27.1% | +48.3% | -75.4% | -41.5% |
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