+41.7%
JPM vs WETO
-99.4%
+141.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +0.8% |
| 7D | -0.7% | -4.3% | +3.6% | -0.7% |
| 30D | -2.5% | -39.9% | +37.5% | -2.6% |
| 3M | +14.1% | -97.9% | +112.0% | +15.5% |
| 6M | +25.1% | -95.0% | +120.1% | +24.0% |
| YTD | +12.1% | -97.2% | +109.3% | +11.9% |
| 1Y | +18.8% | -98.9% | +117.7% | +19.5% |
| All | +41.7% | -99.4% | +141.1% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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