+592.1%
JPM vs WCC
+506.2%
+85.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.8% |
| 7D | -0.4% | +6.8% | -7.2% | -2.7% |
| 30D | -1.4% | -3.0% | +1.6% | -0.7% |
| 3M | +13.9% | +0.2% | +13.7% | +12.5% |
| 6M | +23.5% | +33.2% | -9.6% | +9.5% |
| YTD | +11.6% | +45.8% | -34.2% | -4.7% |
| 1Y | +21.4% | +68.4% | -47.0% | -2.2% |
| 3Y | +163.4% | +131.1% | +32.3% | +77.0% |
| 5Y | +152.5% | +225.6% | -73.1% | +37.5% |
| 10Y | +592.1% | +534.2% | +58.0% | +130.9% |
| All | +592.1% | +506.2% | +85.9% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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