+10,760.3%
JPM vs WEC
+4,422.3%
+6,338.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -2.5% | -0.5% | -1.9% | -2.2% |
| 30D | +2.7% | +12.0% | -9.3% | -2.3% |
| 3M | -4.7% | +11.1% | -15.8% | -9.1% |
| 6M | +15.6% | +6.0% | +9.6% | +12.3% |
| YTD | +8.6% | +14.3% | -5.7% | +1.8% |
| 1Y | +10.9% | +8.0% | +2.9% | +6.5% |
| 3Y | +149.9% | +62.8% | +87.1% | +97.0% |
| 5Y | +131.9% | +55.3% | +76.6% | +83.5% |
| 10Y | +481.0% | +193.2% | +287.9% | +219.1% |
| All | +10,760.3% | +4,422.3% | +6,338.0% | +1,330.8% |
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