+700.7%
JPM vs W
+217.9%
+482.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | -2.5% | -7.4% | +4.9% | -1.8% |
| 30D | +2.7% | +7.8% | -5.1% | +1.9% |
| 3M | -4.7% | +10.9% | -15.6% | -5.9% |
| 6M | +15.6% | +86.4% | -70.9% | +7.4% |
| YTD | +8.6% | +14.0% | -5.3% | +5.3% |
| 1Y | +10.9% | +3.5% | +7.4% | +8.3% |
| 3Y | +149.9% | +164.8% | -14.8% | +112.7% |
| 5Y | +131.9% | -53.1% | +185.1% | +115.4% |
| 10Y | +481.0% | +220.4% | +260.6% | +281.6% |
| All | +700.7% | +217.9% | +482.9% | +422.0% |
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