+137.0%
WFC vs JD
+52.8%
+84.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.1% | -0.6% |
| 7D | +1.2% | +13.4% | -12.1% | -0.5% |
| 30D | +5.2% | +7.7% | -2.5% | +4.1% |
| 3M | -3.0% | -11.3% | +8.2% | -1.6% |
| 6M | +6.2% | -5.1% | +11.4% | +6.6% |
| YTD | -7.9% | +5.0% | -13.0% | -9.1% |
| 1Y | +0.3% | -5.6% | +5.9% | +0.4% |
| 3Y | +117.7% | +17.8% | +100.0% | +104.5% |
| 5Y | +88.4% | -57.2% | +145.5% | +95.8% |
| 10Y | +147.3% | +34.8% | +112.5% | +102.7% |
| All | +137.0% | +52.8% | +84.3% | +90.8% |
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