+259.9%
WMB vs JD
+31.7%
+228.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.5% | +6.2% | +4.0% |
| 7D | -6.7% | +7.9% | -14.6% | -7.4% |
| 30D | -8.6% | +4.8% | -13.3% | -9.1% |
| 3M | -4.9% | -13.9% | +9.0% | -3.6% |
| 6M | -6.3% | -5.8% | -0.5% | -6.0% |
| YTD | +13.0% | +2.4% | +10.6% | +12.0% |
| 1Y | +14.9% | -7.5% | +22.5% | +15.2% |
| 3Y | +113.4% | +20.9% | +92.5% | +101.5% |
| 5Y | +190.2% | -58.0% | +248.2% | +201.1% |
| 10Y | +259.9% | +28.9% | +231.0% | +181.1% |
| All | +259.9% | +31.7% | +228.2% | +181.1% |
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