+468.3%
WELL vs JD
+31.1%
+437.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | +7.8% | +4.2% | +3.5% | +7.4% |
| 3M | +10.2% | -12.8% | +23.0% | +11.2% |
| 6M | +16.4% | -8.8% | +25.1% | +17.0% |
| YTD | +35.2% | +0.5% | +34.7% | +34.7% |
| 1Y | +30.5% | -8.8% | +39.2% | +30.9% |
| 3Y | +206.1% | +18.6% | +187.5% | +194.5% |
| 5Y | +228.3% | -62.2% | +290.5% | +239.2% |
| 10Y | +468.3% | +32.2% | +436.1% | +434.1% |
| All | +468.3% | +31.1% | +437.3% | +434.1% |
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