+20.3%
JPM vs BWA
+59.1%
-38.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.1% |
| 7D | +0.3% | +5.7% | -5.4% | -0.1% |
| 30D | -0.2% | +1.4% | -1.6% | -0.3% |
| 3M | +15.9% | -12.1% | +28.0% | +16.5% |
| 6M | +20.9% | +28.6% | -7.6% | +18.2% |
| YTD | +12.9% | +51.1% | -38.2% | +6.2% |
| 1Y | +20.3% | +55.9% | -35.6% | +13.3% |
| All | +20.3% | +59.1% | -38.8% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling