+154.6%
JPM vs NWSA
+39.0%
+115.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -2.3% | -4.8% | +2.4% | -0.6% |
| 30D | -2.3% | +3.0% | -5.3% | -3.4% |
| 3M | +14.9% | +9.3% | +5.6% | +10.6% |
| 6M | +23.6% | +23.2% | +0.4% | +13.2% |
| YTD | +11.3% | +13.3% | -2.0% | +4.8% |
| 1Y | +19.9% | +2.9% | +17.0% | +17.3% |
| 3Y | +162.6% | +43.3% | +119.3% | +124.2% |
| 5Y | +154.6% | +40.9% | +113.7% | +110.5% |
| All | +154.6% | +39.0% | +115.6% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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