+132.1%
WFC vs JD
+18.8%
+113.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.2% | -2.0% |
| 7D | +1.1% | -0.8% | +1.8% | +1.2% |
| 30D | +0.8% | -16.0% | +16.9% | +3.2% |
| 3M | +9.3% | -3.2% | +12.5% | +9.6% |
| 6M | +10.6% | +6.1% | +4.6% | +9.2% |
| YTD | -4.1% | -0.1% | -4.0% | -4.6% |
| 1Y | +13.6% | -12.7% | +26.3% | +14.8% |
| 3Y | +130.7% | -6.3% | +137.0% | +123.6% |
| 5Y | +126.7% | -61.3% | +188.1% | +140.0% |
| 10Y | +132.1% | +17.6% | +114.5% | +102.1% |
| All | +132.1% | +18.8% | +113.4% | +102.1% |
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