+465.0%
JPM vs BWA
+94.2%
+370.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +3.5% | +4.3% | -0.8% | +1.8% |
| 30D | +3.3% | -13.0% | +16.3% | +8.7% |
| 3M | -4.2% | -24.8% | +20.6% | +6.2% |
| 6M | +16.4% | -23.5% | +39.9% | +26.8% |
| YTD | +9.5% | +13.8% | -4.3% | -1.6% |
| 1Y | +14.0% | +13.4% | +0.6% | +2.4% |
| 3Y | +153.1% | +62.8% | +90.3% | +87.0% |
| 5Y | +134.9% | +28.5% | +106.4% | +86.0% |
| All | +465.0% | +94.2% | +370.7% | +245.0% |
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