+513.3%
WELL vs JD
+44.3%
+469.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | +0.1% | -4.0% | +4.2% | +0.4% |
| 30D | +6.8% | +2.7% | +4.1% | +6.6% |
| 3M | +6.7% | -13.0% | +19.8% | +7.7% |
| 6M | +13.8% | -12.7% | +26.5% | +14.7% |
| YTD | +33.8% | -0.8% | +34.6% | +33.6% |
| 1Y | +29.6% | -8.9% | +38.5% | +30.1% |
| 3Y | +203.1% | +17.0% | +186.0% | +192.7% |
| 5Y | +223.8% | -63.5% | +287.3% | +233.8% |
| 10Y | +462.8% | +30.5% | +432.3% | +410.7% |
| All | +513.3% | +44.3% | +469.1% | +470.0% |
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