+5,509.8%
JPM vs WAB
+4,115.8%
+1,394.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.7% |
| 7D | -0.4% | +1.7% | -2.1% | -1.1% |
| 30D | -1.1% | -2.4% | +1.3% | -0.2% |
| 3M | +14.1% | +9.7% | +4.5% | +9.2% |
| 6M | +23.3% | +16.5% | +6.8% | +14.8% |
| YTD | +11.3% | +33.7% | -22.5% | -2.2% |
| 1Y | +23.0% | +49.7% | -26.7% | +2.9% |
| 3Y | +162.6% | +170.9% | -8.4% | +69.9% |
| 5Y | +152.8% | +228.0% | -75.3% | +49.8% |
| 10Y | +583.6% | +284.8% | +298.8% | +259.4% |
| All | +5,509.8% | +4,115.8% | +1,394.0% | +1,209.3% |
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