+144.0%
WDAY vs JD
+31.5%
+112.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.5% | +2.7% |
| 7D | +1.8% | -4.1% | +6.0% | +2.8% |
| 30D | +4.1% | +4.6% | -0.5% | +2.9% |
| 3M | -4.8% | -4.7% | -0.1% | -3.9% |
| 6M | +68.6% | -17.4% | +86.0% | +75.1% |
| YTD | -8.5% | +0.7% | -9.2% | -9.9% |
| 1Y | -12.1% | -5.9% | -6.2% | -12.1% |
| 3Y | -13.2% | +18.9% | -32.1% | -23.6% |
| 5Y | -33.7% | -62.9% | +29.2% | -24.5% |
| All | +144.0% | +31.5% | +112.5% | +66.2% |
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