+169.7%
WMB vs JD
+52.8%
+117.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | -13.8% | +13.4% | -27.2% | -15.4% |
| 30D | -10.3% | +7.7% | -18.0% | -11.4% |
| 3M | -10.1% | -11.3% | +1.2% | -8.8% |
| 6M | -11.8% | -5.1% | -6.7% | -11.6% |
| YTD | +8.9% | +5.0% | +3.9% | +7.3% |
| 1Y | +14.0% | -5.6% | +19.6% | +14.0% |
| 3Y | +100.5% | +17.8% | +82.8% | +86.5% |
| 5Y | +179.5% | -57.2% | +236.7% | +190.3% |
| 10Y | +272.7% | +34.8% | +238.0% | +153.8% |
| All | +169.7% | +52.8% | +117.0% | +96.3% |
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 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