+19.9%
JPM vs WFC
+13.3%
+6.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -2.3% | +0.3% | -2.6% | -2.5% |
| 30D | -2.3% | +2.3% | -4.6% | -3.6% |
| 3M | +14.9% | +9.8% | +5.1% | +8.7% |
| 6M | +23.6% | +15.6% | +8.1% | +13.3% |
| YTD | +11.3% | -2.4% | +13.7% | +11.6% |
| 1Y | +19.9% | +13.8% | +6.1% | +16.6% |
| All | +19.9% | +13.3% | +6.6% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling