+455.1%
WDC vs JD
+48.9%
+406.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.5% | +12.4% | +10.5% |
| 7D | -14.4% | +7.9% | -22.3% | -16.5% |
| 30D | -27.1% | +4.8% | -31.8% | -28.3% |
| 3M | -33.3% | -13.9% | -19.3% | -31.0% |
| 6M | -39.6% | -5.8% | -33.8% | -39.5% |
| YTD | +68.4% | +2.4% | +66.0% | +64.5% |
| 1Y | +78.2% | -7.5% | +85.7% | +79.1% |
| 3Y | +772.0% | +20.9% | +751.1% | +666.2% |
| 5Y | +584.9% | -58.0% | +642.9% | +653.0% |
| 10Y | +653.4% | +28.9% | +624.5% | +412.2% |
| All | +455.1% | +48.9% | +406.1% | +257.0% |
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