+11,186.3%
JPM vs WEC
+3,978.4%
+7,207.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +0.3% | -0.3% | +0.5% | +0.4% |
| 30D | -0.2% | -1.3% | +1.1% | +0.4% |
| 3M | +15.9% | -3.9% | +19.8% | +17.7% |
| 6M | +20.9% | -8.3% | +29.3% | +25.2% |
| YTD | +12.9% | +3.1% | +9.8% | +10.8% |
| 1Y | +20.3% | +1.9% | +18.4% | +18.4% |
| 3Y | +160.9% | +41.9% | +119.0% | +118.4% |
| 5Y | +154.8% | +30.8% | +124.0% | +117.4% |
| 10Y | +591.1% | +141.9% | +449.2% | +314.3% |
| All | +11,186.3% | +3,978.4% | +7,207.8% | +1,457.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling