+330.3%
WM vs JD
+31.5%
+298.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.2% |
| 7D | +3.2% | -4.1% | +7.3% | +3.4% |
| 30D | +13.0% | +4.6% | +8.4% | +12.8% |
| 3M | +9.2% | -4.7% | +14.0% | +9.4% |
| 6M | +13.6% | -17.4% | +31.0% | +14.5% |
| YTD | +12.4% | +0.7% | +11.7% | +12.1% |
| 1Y | +21.2% | -5.9% | +27.1% | +21.3% |
| 3Y | +48.7% | +18.9% | +29.8% | +44.9% |
| 5Y | +61.9% | -62.9% | +124.8% | +67.9% |
| All | +330.3% | +31.5% | +298.9% | +277.4% |
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