+152.6%
WFC vs JD
+48.3%
+104.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.6% |
| 7D | +3.8% | -1.7% | +5.5% | +4.0% |
| 30D | +1.5% | -13.2% | +14.6% | +3.3% |
| 3M | +10.9% | -3.2% | +14.0% | +11.2% |
| 6M | +8.4% | +15.2% | -6.8% | +5.7% |
| YTD | -1.9% | +2.0% | -3.9% | -2.7% |
| 1Y | +12.3% | -5.4% | +17.7% | +12.3% |
| 3Y | +132.3% | -9.1% | +141.4% | +126.3% |
| 5Y | +130.1% | -59.6% | +189.7% | +140.9% |
| 10Y | +134.4% | +26.2% | +108.2% | +93.8% |
| All | +152.6% | +48.3% | +104.3% | +104.3% |
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