+10,742.2%
JPM vs WFC
+8,315.1%
+2,427.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | +1.6% | +1.7% | -0.1% | +0.4% |
| 30D | +3.4% | +6.8% | -3.4% | -1.3% |
| 3M | -5.7% | -3.0% | -2.7% | -3.8% |
| 6M | +13.5% | +15.4% | -1.9% | +2.0% |
| YTD | +8.4% | -5.9% | +14.4% | +12.1% |
| 1Y | +9.1% | +1.7% | +7.4% | +6.7% |
| 3Y | +149.5% | +124.9% | +24.6% | +33.2% |
| 5Y | +132.6% | +90.5% | +42.1% | +35.7% |
| 10Y | +480.0% | +117.8% | +362.2% | +185.9% |
| All | +10,742.2% | +8,315.1% | +2,427.1% | +328.2% |
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