+19.9%
JPM vs W
+13.1%
+6.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.3% | -0.1% |
| 7D | -2.3% | +0.5% | -2.8% | -2.4% |
| 30D | -2.3% | -5.6% | +3.2% | -1.9% |
| 3M | +14.9% | +41.9% | -27.0% | +9.9% |
| 6M | +23.6% | +30.2% | -6.6% | +18.5% |
| YTD | +11.3% | -2.9% | +14.2% | +8.9% |
| 1Y | +19.9% | +11.6% | +8.3% | +16.5% |
| All | +19.9% | +13.1% | +6.8% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling