+4,052.6%
JPM vs WAT
+12,225.3%
-8,172.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.7% | +0.4% |
| 7D | +1.6% | +2.0% | -0.4% | +1.0% |
| 30D | +3.4% | +7.7% | -4.3% | +1.2% |
| 3M | -5.7% | +11.1% | -16.7% | -8.7% |
| 6M | +13.5% | +31.2% | -17.7% | +4.4% |
| YTD | +8.4% | +21.7% | -13.2% | +0.9% |
| 1Y | +9.1% | +19.3% | -10.3% | +2.1% |
| 3Y | +149.5% | +80.6% | +68.9% | +100.2% |
| 5Y | +132.6% | +29.5% | +103.1% | +102.2% |
| 10Y | +480.0% | +225.3% | +254.8% | +282.9% |
| All | +4,052.6% | +12,225.3% | -8,172.8% | +1,353.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling