+606.0%
WM vs JD
+45.5%
+560.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.4% | +1.5% |
| 7D | +5.9% | +9.0% | -3.0% | +5.5% |
| 30D | +15.4% | +5.2% | +10.2% | +15.1% |
| 3M | +6.3% | -15.9% | +22.2% | +7.2% |
| 6M | +5.6% | -7.7% | +13.3% | +5.9% |
| YTD | +9.9% | +0.1% | +9.9% | +9.7% |
| 1Y | +20.8% | -9.7% | +30.6% | +21.2% |
| 3Y | +48.5% | +12.9% | +35.6% | +44.8% |
| 5Y | +60.6% | -60.6% | +121.2% | +64.8% |
| 10Y | +349.8% | +28.4% | +321.4% | +291.1% |
| All | +606.0% | +45.5% | +560.5% | +502.8% |
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