+1,313.8%
JPM vs WCC
+1,713.7%
-400.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -2.2% |
| 7D | +0.3% | +4.5% | -4.2% | -1.2% |
| 30D | -0.2% | -5.8% | +5.6% | +1.5% |
| 3M | +15.9% | -3.7% | +19.5% | +16.0% |
| 6M | +20.9% | +23.1% | -2.1% | +10.6% |
| YTD | +12.9% | +44.2% | -31.3% | -2.4% |
| 1Y | +20.3% | +62.1% | -41.8% | -0.7% |
| 3Y | +160.9% | +121.1% | +39.8% | +83.0% |
| 5Y | +154.8% | +214.0% | -59.1% | +50.0% |
| 10Y | +591.1% | +472.8% | +118.3% | +198.0% |
| All | +1,313.8% | +1,713.7% | -400.0% | +240.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling