+795.1%
WDC vs JD
+48.3%
+746.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.9% | +4.0% | +5.4% |
| 7D | +1.7% | -1.7% | +3.4% | +2.2% |
| 30D | -10.0% | -13.2% | +3.2% | -6.8% |
| 3M | -18.8% | -3.2% | -15.6% | -18.7% |
| 6M | +79.0% | +15.2% | +63.8% | +69.8% |
| YTD | +171.6% | +2.0% | +169.6% | +166.8% |
| 1Y | +417.4% | -5.4% | +422.8% | +418.0% |
| 3Y | +1,251.8% | -9.1% | +1,260.9% | +1,193.6% |
| 5Y | +911.7% | -59.6% | +971.3% | +1,027.5% |
| 10Y | +1,399.6% | +26.2% | +1,373.4% | +928.7% |
| All | +795.1% | +48.3% | +746.8% | +478.9% |
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