+453.9%
WDC vs JD
+48.6%
+405.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -16.7% | +5.2% | -21.9% | -18.2% |
| 30D | -27.2% | +4.5% | -31.7% | -28.4% |
| 3M | -34.0% | -15.4% | -18.6% | -31.5% |
| 6M | -39.7% | -6.0% | -33.7% | -39.6% |
| YTD | +68.1% | +2.2% | +65.9% | +64.3% |
| 1Y | +66.3% | -6.7% | +73.0% | +66.8% |
| 3Y | +754.4% | +20.5% | +733.9% | +651.3% |
| 5Y | +595.8% | -58.4% | +654.2% | +667.3% |
| 10Y | +660.4% | +32.5% | +627.9% | +413.6% |
| All | +453.9% | +48.6% | +405.4% | +256.5% |
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