+152.5%
JPM vs WFC
+131.0%
+21.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.9% |
| 7D | -0.4% | +0.4% | -0.9% | -0.7% |
| 30D | -1.4% | +2.5% | -3.9% | -3.0% |
| 3M | +13.9% | +10.0% | +4.0% | +7.2% |
| 6M | +23.5% | +15.1% | +8.5% | +12.7% |
| YTD | +11.6% | -2.2% | +13.9% | +12.5% |
| 1Y | +21.4% | +13.5% | +7.9% | +11.1% |
| 3Y | +163.4% | +135.2% | +28.2% | +50.7% |
| 5Y | +152.5% | +128.3% | +24.2% | +47.1% |
| All | +152.5% | +131.0% | +21.5% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling