+590.9%
JPM vs BWA
+156.8%
+434.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.2% |
| 7D | -0.7% | -1.3% | +0.6% | -0.2% |
| 30D | -2.5% | -2.9% | +0.5% | -1.6% |
| 3M | +14.1% | -10.7% | +24.9% | +18.6% |
| 6M | +25.1% | +26.5% | -1.4% | +11.7% |
| YTD | +12.1% | +49.1% | -37.0% | -8.7% |
| 1Y | +18.8% | +52.1% | -33.2% | -4.5% |
| 3Y | +163.4% | +72.6% | +90.8% | +93.1% |
| 5Y | +156.5% | +89.4% | +67.1% | +73.4% |
| All | +590.9% | +156.8% | +434.1% | +281.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling