+540.3%
WMT vs JD
+46.5%
+493.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.4% |
| 7D | +2.0% | -4.1% | +6.2% | +2.3% |
| 30D | +10.3% | +4.6% | +5.7% | +10.0% |
| 3M | +11.0% | -4.7% | +15.7% | +11.2% |
| 6M | -2.3% | -17.4% | +15.0% | -1.5% |
| YTD | +15.7% | +0.7% | +15.0% | +15.5% |
| 1Y | +26.0% | -5.9% | +31.8% | +26.1% |
| 3Y | +136.5% | +18.9% | +117.6% | +131.2% |
| 5Y | +176.8% | -62.9% | +239.8% | +184.6% |
| 10Y | +537.5% | +32.5% | +505.0% | +477.2% |
| All | +540.3% | +46.5% | +493.8% | +482.3% |
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