+129.3%
WFC vs JD
-60.2%
+189.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.7% |
| 7D | +3.8% | -1.7% | +5.5% | +4.0% |
| 30D | +1.5% | -13.2% | +14.6% | +3.0% |
| 3M | +10.9% | -3.2% | +14.0% | +11.1% |
| 6M | +8.4% | +15.2% | -6.8% | +6.1% |
| YTD | -1.9% | +2.0% | -3.9% | -2.6% |
| 1Y | +12.3% | -5.4% | +17.7% | +12.3% |
| 3Y | +132.3% | -9.1% | +141.4% | +127.0% |
| All | +129.3% | -60.2% | +189.6% | +142.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling