+10,848.8%
JPM vs WFC
+8,343.6%
+2,505.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.6% | +0.7% |
| 7D | +3.5% | +2.5% | +1.0% | +1.7% |
| 30D | +3.3% | +7.0% | -3.7% | -1.6% |
| 3M | -4.2% | -1.8% | -2.4% | -3.2% |
| 6M | +16.4% | +18.4% | -2.0% | +2.6% |
| YTD | +9.5% | -5.6% | +15.1% | +13.0% |
| 1Y | +14.0% | +3.9% | +10.1% | +9.8% |
| 3Y | +153.1% | +126.3% | +26.7% | +34.5% |
| 5Y | +134.9% | +91.1% | +43.8% | +36.7% |
| 10Y | +485.7% | +118.5% | +367.2% | +188.0% |
| All | +10,848.8% | +8,343.6% | +2,505.2% | +331.4% |
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 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