+131.9%
JPM vs WEC
+53.2%
+78.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -2.5% | -0.5% | -1.9% | -2.3% |
| 30D | +2.7% | +12.0% | -9.3% | -0.3% |
| 3M | -4.7% | +11.1% | -15.8% | -7.3% |
| 6M | +15.6% | +6.0% | +9.6% | +13.6% |
| YTD | +8.6% | +14.3% | -5.7% | +4.4% |
| 1Y | +10.9% | +8.0% | +2.9% | +8.3% |
| 3Y | +149.9% | +62.8% | +87.1% | +114.7% |
| 5Y | +131.9% | +55.3% | +76.6% | +103.5% |
| All | +131.9% | +53.2% | +78.8% | +103.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling