+587.9%
JPM vs WAT
+168.6%
+419.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.2% |
| 7D | -0.4% | -1.8% | +1.4% | +0.2% |
| 30D | -1.4% | -1.7% | +0.3% | -0.9% |
| 3M | +13.9% | +9.1% | +4.9% | +10.2% |
| 6M | +23.5% | +32.4% | -8.9% | +10.5% |
| YTD | +11.6% | +6.6% | +5.1% | +7.3% |
| 1Y | +21.4% | +34.7% | -13.3% | +6.4% |
| 3Y | +163.4% | +53.6% | +109.9% | +105.9% |
| 5Y | +152.5% | -4.1% | +156.6% | +138.6% |
| All | +587.9% | +168.6% | +419.3% | +295.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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