+545.4%
WM vs JD
+48.3%
+497.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.3% |
| 7D | -0.3% | -1.7% | +1.4% | -0.2% |
| 30D | -2.4% | -13.2% | +10.8% | -1.7% |
| 3M | +0.4% | -3.2% | +3.6% | +0.5% |
| 6M | -9.5% | +15.2% | -24.7% | -10.3% |
| YTD | +0.5% | +2.0% | -1.5% | +0.2% |
| 1Y | -1.1% | -5.4% | +4.3% | -1.1% |
| 3Y | +46.0% | -9.1% | +55.1% | +44.4% |
| 5Y | +51.8% | -59.6% | +111.4% | +55.4% |
| 10Y | +307.5% | +26.2% | +281.3% | +255.0% |
| All | +545.4% | +48.3% | +497.1% | +450.6% |
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