+152.5%
JPM vs WEC
+30.7%
+121.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.6% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | -1.4% | +0.9% | -2.3% | -1.6% |
| 3M | +13.9% | -5.3% | +19.3% | +15.4% |
| 6M | +23.5% | -6.6% | +30.1% | +25.4% |
| YTD | +11.6% | +3.3% | +8.4% | +10.3% |
| 1Y | +21.4% | +2.1% | +19.3% | +20.1% |
| 3Y | +163.4% | +39.6% | +123.9% | +137.7% |
| 5Y | +152.5% | +31.2% | +121.3% | +127.9% |
| All | +152.5% | +30.7% | +121.9% | +127.9% |
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