+585.7%
JPM vs WEC
+146.6%
+439.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.1% |
| 7D | -2.3% | -1.3% | -1.1% | -2.0% |
| 30D | -2.3% | -0.4% | -2.0% | -2.3% |
| 3M | +14.9% | -6.8% | +21.7% | +17.1% |
| 6M | +23.6% | -6.4% | +30.0% | +25.8% |
| YTD | +11.3% | +2.5% | +8.8% | +10.1% |
| 1Y | +19.9% | -0.4% | +20.3% | +19.5% |
| 3Y | +162.6% | +38.5% | +124.1% | +134.5% |
| 5Y | +154.6% | +31.7% | +122.9% | +128.9% |
| All | +585.7% | +146.6% | +439.1% | +557.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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