+152.5%
JPM vs BWA
+89.5%
+63.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.8% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -1.4% | -5.6% | +4.1% | 0.0% |
| 3M | +13.9% | -10.7% | +24.6% | +17.2% |
| 6M | +23.5% | +23.2% | +0.4% | +14.3% |
| YTD | +11.6% | +46.0% | -34.3% | -4.3% |
| 1Y | +21.4% | +51.2% | -29.8% | +2.3% |
| 3Y | +163.4% | +69.6% | +93.9% | +106.7% |
| 5Y | +152.5% | +86.6% | +65.9% | +79.3% |
| All | +152.5% | +89.5% | +63.0% | +79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling