+131.9%
JPM vs WCC
+153.2%
-21.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | -0.4% |
| 7D | -2.5% | +3.3% | -5.8% | -3.4% |
| 30D | +2.7% | -9.4% | +12.2% | +4.6% |
| 3M | -4.7% | -10.5% | +5.8% | -3.1% |
| 6M | +15.6% | -10.4% | +26.0% | +16.6% |
| YTD | +8.6% | +34.4% | -25.8% | -2.6% |
| 1Y | +10.9% | +27.7% | -16.8% | +0.8% |
| 3Y | +149.9% | +137.9% | +12.0% | +82.5% |
| 5Y | +131.9% | +147.0% | -15.1% | +58.1% |
| All | +131.9% | +153.2% | -21.3% | +58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling