+1,652.2%
JPM vs WBD
+291.3%
+1,361.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.3% |
| 7D | -0.4% | -0.7% | +0.3% | -0.2% |
| 30D | -1.1% | +5.0% | -6.1% | -2.7% |
| 3M | +14.1% | +6.2% | +7.9% | +11.8% |
| 6M | +23.3% | +0.6% | +22.7% | +22.8% |
| YTD | +11.3% | -2.4% | +13.7% | +11.8% |
| 1Y | +23.0% | +127.7% | -104.7% | -9.3% |
| 3Y | +162.6% | +148.4% | +14.1% | +69.8% |
| 5Y | +152.8% | +4.2% | +148.5% | +103.6% |
| 10Y | +583.6% | +10.8% | +572.8% | +331.0% |
| All | +1,652.2% | +291.3% | +1,361.0% | +408.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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