+435.6%
WMT vs JD
+48.3%
+387.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.3% |
| 7D | +3.9% | -1.7% | +5.6% | +4.0% |
| 30D | -4.4% | -13.2% | +8.8% | -3.7% |
| 3M | -8.8% | -3.2% | -5.6% | -8.7% |
| 6M | -15.6% | +15.2% | -30.9% | -16.3% |
| YTD | -3.2% | +2.0% | -5.2% | -3.5% |
| 1Y | +7.0% | -5.4% | +12.4% | +7.1% |
| 3Y | +105.3% | -9.1% | +114.4% | +103.5% |
| 5Y | +129.3% | -59.6% | +188.9% | +133.8% |
| 10Y | +423.9% | +26.2% | +397.7% | +375.5% |
| All | +435.6% | +48.3% | +387.3% | +386.8% |
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 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