+585.7%
JPM vs BBWI
-57.7%
+643.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | 0.0% |
| 7D | -2.3% | -8.0% | +5.7% | -0.8% |
| 30D | -2.3% | -6.6% | +4.3% | -1.4% |
| 3M | +14.9% | -2.7% | +17.6% | +14.6% |
| 6M | +23.6% | -12.8% | +36.4% | +24.8% |
| YTD | +11.3% | -10.5% | +21.8% | +11.3% |
| 1Y | +19.9% | -35.3% | +55.2% | +26.3% |
| 3Y | +162.6% | -47.7% | +210.3% | +177.5% |
| 5Y | +154.6% | -68.9% | +223.5% | +187.9% |
| All | +585.7% | -57.7% | +643.3% | +488.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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