+58.5%
WM vs JD
-59.0%
+117.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.3% |
| 7D | +1.2% | +5.2% | -4.0% | +1.2% |
| 30D | +13.7% | +4.5% | +9.2% | +13.7% |
| 3M | +5.2% | -15.4% | +20.6% | +5.2% |
| 6M | +11.2% | -6.0% | +17.2% | +11.2% |
| YTD | +9.4% | +2.2% | +7.3% | +9.4% |
| 1Y | +20.4% | -6.7% | +27.0% | +20.4% |
| 3Y | +44.7% | +20.5% | +24.1% | +44.3% |
| 5Y | +58.5% | -58.4% | +116.9% | +61.3% |
| All | +58.5% | -59.0% | +117.5% | +61.3% |
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 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