+130.8%
WMT vs JD
-60.9%
+191.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.2% | -0.2% |
| 7D | -0.2% | -3.0% | +2.7% | -0.2% |
| 30D | -5.8% | -19.3% | +13.5% | -5.5% |
| 3M | -10.8% | -6.0% | -4.7% | -10.7% |
| 6M | -14.3% | +1.8% | -16.1% | -14.4% |
| YTD | -4.4% | -2.6% | -1.8% | -4.4% |
| 1Y | +4.3% | -17.4% | +21.8% | +4.6% |
| 3Y | +100.1% | -8.6% | +108.7% | +100.0% |
| 5Y | +130.8% | -61.6% | +192.4% | +130.8% |
| All | +130.8% | -60.9% | +191.7% | +130.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling