+118.2%
WFC vs JD
+26.7%
+91.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.3% |
| 7D | +0.9% | +5.2% | -4.3% | +0.1% |
| 30D | +3.3% | +4.5% | -1.2% | +2.6% |
| 3M | -1.4% | -15.4% | +14.0% | +0.7% |
| 6M | +14.7% | -6.0% | +20.7% | +15.3% |
| YTD | -5.9% | +2.2% | -8.1% | -6.8% |
| 1Y | +1.8% | -6.7% | +8.5% | +2.1% |
| 3Y | +124.9% | +20.5% | +104.4% | +109.9% |
| 5Y | +92.7% | -58.4% | +151.2% | +102.0% |
| 10Y | +118.2% | +32.5% | +85.8% | +85.5% |
| All | +118.2% | +26.7% | +91.5% | +85.5% |
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 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