+11,186.3%
JPM vs WFC
+8,676.2%
+2,510.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.6% |
| 7D | +0.3% | +3.8% | -3.5% | -2.4% |
| 30D | -0.2% | +1.5% | -1.6% | -1.3% |
| 3M | +15.9% | +10.9% | +5.0% | +7.3% |
| 6M | +20.9% | +8.4% | +12.5% | +13.4% |
| YTD | +12.9% | -1.9% | +14.8% | +13.4% |
| 1Y | +20.3% | +12.3% | +8.0% | +9.0% |
| 3Y | +160.9% | +132.3% | +28.6% | +35.9% |
| 5Y | +154.8% | +130.1% | +24.8% | +29.2% |
| 10Y | +591.1% | +134.4% | +456.7% | +222.7% |
| All | +11,186.3% | +8,676.2% | +2,510.1% | +333.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling