+471.8%
WELL vs JD
+26.7%
+445.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.1% |
| 7D | +2.7% | +5.2% | -2.5% | +2.3% |
| 30D | +9.8% | +4.5% | +5.3% | +9.5% |
| 3M | +5.8% | -15.4% | +21.2% | +7.0% |
| 6M | +16.2% | -6.0% | +22.3% | +16.6% |
| YTD | +34.9% | +2.2% | +32.7% | +34.3% |
| 1Y | +31.0% | -6.7% | +37.7% | +31.3% |
| 3Y | +205.4% | +20.5% | +184.9% | +193.5% |
| 5Y | +220.8% | -58.4% | +279.3% | +228.3% |
| 10Y | +471.8% | +32.5% | +439.3% | +436.6% |
| All | +471.8% | +26.7% | +445.1% | +436.6% |
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