+732.1%
JPM vs W
+176.2%
+555.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.5% | -1.2% |
| 7D | +0.3% | -4.2% | +4.5% | +0.7% |
| 30D | -0.2% | -7.6% | +7.4% | +0.5% |
| 3M | +15.9% | +37.2% | -21.3% | +11.4% |
| 6M | +20.9% | +26.3% | -5.4% | +16.7% |
| YTD | +12.9% | -1.0% | +13.9% | +11.1% |
| 1Y | +20.3% | +20.1% | +0.2% | +15.5% |
| 3Y | +160.9% | +37.8% | +123.1% | +136.0% |
| 5Y | +154.8% | -63.7% | +218.5% | +142.8% |
| 10Y | +591.1% | +156.3% | +434.8% | +362.9% |
| All | +732.1% | +176.2% | +555.9% | +451.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling