+1,271.5%
JPM vs WCC
+1,563.0%
-291.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.6% | +1.5% |
| 7D | +3.5% | +9.9% | -6.4% | +0.2% |
| 30D | +3.3% | -8.4% | +11.7% | +5.3% |
| 3M | -4.2% | -10.3% | +6.2% | -2.2% |
| 6M | +16.4% | -10.5% | +26.9% | +17.7% |
| YTD | +9.5% | +32.2% | -22.7% | -3.8% |
| 1Y | +14.0% | +25.5% | -11.5% | +1.7% |
| 3Y | +153.1% | +134.7% | +18.4% | +72.4% |
| 5Y | +134.9% | +139.9% | -5.0% | +49.9% |
| 10Y | +485.7% | +433.5% | +52.3% | +156.1% |
| All | +1,271.5% | +1,563.0% | -291.5% | +235.7% |
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 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