+697.7%
JPM vs W
+224.6%
+473.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.8% |
| YTD | +8.2% | +16.4% | -8.2% | +4.6% |
| 1Y | +11.0% | +9.3% | +1.6% | +7.8% |
| 3Y | +152.7% | +172.8% | -20.2% | +114.4% |
| 5Y | +130.8% | -53.4% | +184.2% | +114.5% |
| 10Y | +506.0% | +243.6% | +262.3% | +295.9% |
| All | +697.7% | +224.6% | +473.0% | +419.0% |
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