+20.9%
JPM vs WFC
+10.1%
+10.9%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.5% |
| 7D | +0.3% | +3.8% | -3.5% | -1.9% |
| 30D | -0.2% | +1.5% | -1.6% | -1.1% |
| 3M | +15.9% | +10.9% | +5.0% | +8.5% |
| 6M | +20.9% | +8.4% | +12.5% | +13.5% |
| All | +20.9% | +10.1% | +10.9% | +13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling