+5,421.0%
JPM vs WAB
+4,316.0%
+1,105.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | +3.5% | +5.1% | -1.6% | +1.3% |
| 30D | +3.3% | +4.0% | -0.7% | +1.4% |
| 3M | -4.2% | +0.1% | -4.3% | -4.5% |
| 6M | +16.4% | +12.8% | +3.6% | +9.8% |
| YTD | +9.5% | +40.1% | -30.6% | -5.9% |
| 1Y | +14.0% | +46.4% | -32.4% | -3.8% |
| 3Y | +153.1% | +167.4% | -14.3% | +64.5% |
| 5Y | +134.9% | +215.0% | -80.2% | +41.1% |
| 10Y | +485.7% | +269.2% | +216.6% | +212.0% |
| All | +5,421.0% | +4,316.0% | +1,105.0% | +1,160.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling