+10,742.2%
JPM vs BBWI
+1,125.9%
+9,616.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.8% | +0.7% |
| 7D | +1.6% | -4.5% | +6.2% | +3.1% |
| 30D | +3.4% | +17.1% | -13.7% | -1.8% |
| 3M | -5.7% | +17.5% | -23.1% | -11.5% |
| 6M | +13.5% | +12.8% | +0.7% | +6.3% |
| YTD | +8.4% | +8.2% | +0.3% | +1.0% |
| 1Y | +9.1% | -1.8% | +10.9% | +2.9% |
| 3Y | +149.5% | -25.8% | +175.3% | +139.0% |
| 5Y | +132.6% | -68.0% | +200.6% | +173.6% |
| 10Y | +480.0% | -47.6% | +527.6% | +347.0% |
| All | +10,742.2% | +1,125.9% | +9,616.3% | +1,781.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling