+528.7%
WDC vs JD
-58.0%
+586.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.1% | -1.8% |
| 7D | -28.0% | +13.4% | -41.3% | -29.9% |
| 30D | -34.9% | +7.7% | -42.6% | -36.1% |
| 3M | -41.6% | -11.3% | -30.3% | -40.4% |
| 6M | -45.4% | -5.1% | -40.2% | -45.3% |
| YTD | +53.3% | +5.0% | +48.2% | +49.9% |
| 1Y | +61.5% | -5.6% | +67.2% | +61.6% |
| 3Y | +712.3% | +17.8% | +694.6% | +647.3% |
| All | +528.7% | -58.0% | +586.7% | +586.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling