+839.1%
JPM vs NWSA
+123.2%
+715.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -0.6% |
| 7D | -0.4% | -2.6% | +2.2% | +0.8% |
| 30D | -1.1% | +4.6% | -5.7% | -3.1% |
| 3M | +14.1% | +10.2% | +3.9% | +8.6% |
| 6M | +23.3% | +21.6% | +1.7% | +11.7% |
| YTD | +11.3% | +14.6% | -3.4% | +3.0% |
| 1Y | +23.0% | +0.4% | +22.6% | +20.6% |
| 3Y | +162.6% | +45.0% | +117.6% | +115.0% |
| 5Y | +152.8% | +41.3% | +111.5% | +102.6% |
| 10Y | +583.6% | +142.8% | +440.9% | +284.0% |
| All | +839.1% | +123.2% | +715.9% | +433.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling