+152.8%
JPM vs W
-63.0%
+215.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.5% |
| 7D | -0.4% | +6.5% | -6.9% | -1.0% |
| 30D | -1.1% | -6.2% | +5.1% | -0.6% |
| 3M | +14.1% | +48.9% | -34.7% | +9.1% |
| 6M | +23.3% | +31.2% | -7.9% | +18.7% |
| YTD | +11.3% | -0.4% | +11.7% | +9.5% |
| 1Y | +23.0% | +14.8% | +8.2% | +18.9% |
| 3Y | +162.6% | +40.5% | +122.0% | +137.4% |
| 5Y | +152.8% | -62.1% | +214.9% | +131.9% |
| All | +152.8% | -63.0% | +215.7% | +131.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling