+590.9%
JPM vs WCN
+235.9%
+355.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.7% | -3.1% | +2.4% | +0.9% |
| 30D | -2.5% | -3.4% | +0.9% | -0.8% |
| 3M | +14.1% | +3.0% | +11.2% | +11.8% |
| 6M | +25.1% | -3.8% | +28.8% | +26.1% |
| YTD | +12.1% | -8.3% | +20.4% | +15.6% |
| 1Y | +18.8% | -9.7% | +28.6% | +23.2% |
| 3Y | +163.4% | +17.2% | +146.3% | +130.7% |
| 5Y | +156.5% | +25.3% | +131.3% | +111.0% |
| All | +590.9% | +235.9% | +355.0% | +265.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling