+478.8%
JPM vs W
+219.1%
+259.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.4% |
| 7D | +1.2% | +1.1% | +0.1% | +1.1% |
| 30D | +2.7% | +6.4% | -3.7% | +2.0% |
| 3M | -4.5% | +9.0% | -13.4% | -5.5% |
| 6M | +14.3% | +69.8% | -55.5% | +6.9% |
| YTD | +8.2% | +12.1% | -3.9% | +4.9% |
| 1Y | +10.0% | 0.0% | +10.0% | +7.7% |
| 3Y | +149.0% | +160.3% | -11.4% | +110.2% |
| 5Y | +131.0% | -53.3% | +184.3% | +114.8% |
| All | +478.8% | +219.1% | +259.7% | +269.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling