+16.4%
JPM vs WCC
-11.8%
+28.2%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.6% | +1.1% |
| 7D | +3.5% | +9.9% | -6.4% | +2.6% |
| 30D | +3.3% | -8.4% | +11.7% | +3.5% |
| 3M | -4.2% | -10.3% | +6.2% | -3.9% |
| 6M | +16.4% | -10.5% | +26.9% | +16.2% |
| All | +16.4% | -11.8% | +28.2% | +16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling