+6,394.3%
JPM vs BWA
+2,606.8%
+3,787.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +3.5% | +4.3% | -0.8% | +1.6% |
| 30D | +3.3% | -13.0% | +16.3% | +9.5% |
| 3M | -4.2% | -24.8% | +20.6% | +7.7% |
| 6M | +16.4% | -23.5% | +39.9% | +28.3% |
| YTD | +9.5% | +13.8% | -4.3% | -2.0% |
| 1Y | +14.0% | +13.4% | +0.6% | +2.0% |
| 3Y | +153.1% | +62.8% | +90.3% | +85.3% |
| 5Y | +134.9% | +28.5% | +106.4% | +84.8% |
| 10Y | +485.7% | +95.4% | +390.4% | +250.8% |
| All | +6,394.3% | +2,606.8% | +3,787.5% | +1,307.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling