+152.7%
JPM vs W
+151.3%
+1.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.6% | -2.3% | +1.8% |
| 7D | +0.4% | +3.3% | -2.9% | +0.1% |
| 30D | +2.7% | +10.5% | -7.8% | +1.6% |
| 3M | -3.8% | +9.6% | -13.5% | -4.9% |
| 6M | +14.3% | +76.4% | -62.1% | +6.5% |
| YTD | +8.2% | +16.4% | -8.2% | +4.4% |
| 1Y | +11.0% | +9.3% | +1.6% | +7.6% |
| 3Y | +152.7% | +172.8% | -20.2% | +112.4% |
| All | +152.7% | +151.3% | +1.3% | +112.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling