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  • JPM vs EW✓SelectedUSD · EWJPM vs EW performance historyLatest closeAs of+2.27%11/09
Stock and ETF performance explorer

JPM vs EW

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,059.5%
EW return
+8,139.5%
Excess return
-7,080.0%
Maximum drawdown
-73.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioEWExcessAlpha
1D+2.3%+2.5%-0.2%+1.6%
7D+0.4%+12.3%-11.8%-2.7%
30D+2.7%+22.9%-20.2%-3.0%
3M-3.8%+16.7%-20.5%-8.1%
6M+14.3%+31.0%-16.6%+5.6%
YTD+8.2%+22.8%-14.6%+1.4%
1Y+11.0%+25.6%-14.6%+3.3%
3Y+152.7%+62.0%+90.7%+109.9%
5Y+130.8%-12.8%+143.6%+124.1%
10Y+506.0%+239.8%+266.2%+288.7%
All+1,059.5%+8,139.5%-7,080.0%+202.8%

Cumulative growth

Daily Returns

Daily percentage return beside EW.

Daily Out/Under-Performance

Portfolio return minus EW return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × EW 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 EW 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