+614.2%
WM vs JD
+50.3%
+563.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | +1.0% |
| 7D | +4.5% | +11.7% | -7.3% | +3.9% |
| 30D | +16.1% | +8.1% | +8.0% | +15.6% |
| 3M | +8.0% | -12.0% | +20.0% | +8.7% |
| 6M | +8.4% | -3.5% | +11.9% | +8.5% |
| YTD | +11.2% | +3.3% | +7.9% | +10.8% |
| 1Y | +22.3% | -7.4% | +29.7% | +22.5% |
| 3Y | +50.2% | +16.6% | +33.6% | +46.2% |
| 5Y | +63.3% | -57.9% | +121.1% | +66.7% |
| 10Y | +355.0% | +32.6% | +322.4% | +295.0% |
| All | +614.2% | +50.3% | +563.9% | +508.8% |
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