+112.4%
WFC vs JD
+31.5%
+81.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +2.5% | -4.1% | +6.6% | +3.1% |
| 30D | +7.0% | +4.6% | +2.4% | +6.3% |
| 3M | -1.8% | -4.7% | +3.0% | -1.2% |
| 6M | +18.4% | -17.4% | +35.7% | +21.2% |
| YTD | -5.6% | +0.7% | -6.3% | -6.3% |
| 1Y | +3.9% | -5.9% | +9.8% | +4.0% |
| 3Y | +126.3% | +18.9% | +107.5% | +111.6% |
| 5Y | +91.1% | -62.9% | +154.1% | +104.3% |
| All | +112.4% | +31.5% | +81.0% | +78.1% |
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