+585.7%
JPM vs WFC
+143.5%
+442.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -2.3% | +0.3% | -2.6% | -2.6% |
| 30D | -2.3% | +2.3% | -4.6% | -3.9% |
| 3M | +14.9% | +9.8% | +5.1% | +7.6% |
| 6M | +23.6% | +15.6% | +8.1% | +11.4% |
| YTD | +11.3% | -2.4% | +13.7% | +12.3% |
| 1Y | +19.9% | +13.8% | +6.1% | +8.4% |
| 3Y | +162.6% | +134.6% | +27.9% | +40.7% |
| 5Y | +154.6% | +127.9% | +26.7% | +34.8% |
| All | +585.7% | +143.5% | +442.1% | +216.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 10y: compounded portfolio wealth divided by compounded WFC 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…
10y analysis · Full analysis span regression · 6 months rolling