+162.6%
JPM vs WCC
+137.6%
+24.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -2.0% |
| 7D | -0.4% | +8.5% | -8.9% | -2.3% |
| 30D | -1.1% | -1.0% | -0.1% | -1.1% |
| 3M | +14.1% | +2.1% | +12.0% | +12.8% |
| 6M | +23.3% | +36.8% | -13.5% | +12.4% |
| YTD | +11.3% | +47.7% | -36.5% | -0.8% |
| 1Y | +23.0% | +66.5% | -43.5% | +5.9% |
| 3Y | +162.6% | +134.2% | +28.4% | +103.7% |
| All | +162.6% | +137.6% | +24.9% | +103.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling