+534.7%
WMT vs JD
+29.5%
+505.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.5% |
| 7D | -1.2% | -4.0% | +2.8% | -1.0% |
| 30D | +12.4% | +2.7% | +9.7% | +12.2% |
| 3M | +9.0% | -13.0% | +22.1% | +9.8% |
| 6M | -3.0% | -12.7% | +9.7% | -2.4% |
| YTD | +14.0% | -0.8% | +14.8% | +13.8% |
| 1Y | +23.0% | -8.9% | +31.9% | +23.4% |
| 3Y | +135.1% | +17.0% | +118.0% | +129.9% |
| 5Y | +172.7% | -63.5% | +236.2% | +182.3% |
| All | +534.7% | +29.5% | +505.2% | +466.7% |
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