+465.0%
JPM vs WAB
+266.7%
+198.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.4% |
| 7D | +3.5% | +5.1% | -1.6% | +0.8% |
| 30D | +3.3% | +4.0% | -0.7% | +1.0% |
| 3M | -4.2% | +0.1% | -4.3% | -4.6% |
| 6M | +16.4% | +12.8% | +3.6% | +8.1% |
| YTD | +9.5% | +40.1% | -30.6% | -9.5% |
| 1Y | +14.0% | +46.4% | -32.4% | -8.0% |
| 3Y | +153.1% | +167.4% | -14.3% | +46.1% |
| 5Y | +134.9% | +215.0% | -80.2% | +22.1% |
| All | +465.0% | +266.7% | +198.3% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling