+528.2%
WMT vs JD
+46.1%
+482.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | -2.7% | +0.4% | -3.1% | -2.7% |
| 30D | +11.1% | +4.2% | +6.9% | +10.9% |
| 3M | +11.2% | -12.8% | +24.0% | +11.9% |
| 6M | -1.3% | -8.8% | +7.5% | -0.9% |
| YTD | +13.5% | +0.5% | +13.0% | +13.3% |
| 1Y | +22.5% | -8.8% | +31.3% | +22.8% |
| 3Y | +134.1% | +18.6% | +115.5% | +128.9% |
| 5Y | +170.3% | -62.2% | +232.5% | +177.4% |
| 10Y | +525.5% | +32.2% | +493.3% | +466.3% |
| All | +528.2% | +46.1% | +482.0% | +471.3% |
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