+6,594.5%
JPM vs BWA
+3,492.4%
+3,102.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -2.2% |
| 7D | +0.3% | +5.7% | -5.4% | -2.2% |
| 30D | -0.2% | +1.4% | -1.6% | -1.1% |
| 3M | +15.9% | -12.1% | +28.0% | +21.4% |
| 6M | +20.9% | +28.6% | -7.6% | +5.9% |
| YTD | +12.9% | +51.1% | -38.2% | -10.3% |
| 1Y | +20.3% | +55.9% | -35.6% | -6.2% |
| 3Y | +160.9% | +70.1% | +90.8% | +87.8% |
| 5Y | +154.8% | +90.7% | +64.1% | +68.3% |
| 10Y | +591.1% | +154.0% | +437.1% | +269.6% |
| All | +6,594.5% | +3,492.4% | +3,102.1% | +1,187.9% |
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