+481.0%
JPM vs WM
+332.5%
+148.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.3% |
| 7D | -2.5% | +0.8% | -3.2% | -2.9% |
| 30D | +2.7% | +13.8% | -11.1% | -4.6% |
| 3M | -4.7% | +6.4% | -11.1% | -8.2% |
| 6M | +15.6% | +13.2% | +2.3% | +6.6% |
| YTD | +8.6% | +10.8% | -2.1% | +0.6% |
| 1Y | +10.9% | +20.2% | -9.3% | -2.4% |
| 3Y | +149.9% | +46.5% | +103.5% | +86.5% |
| 5Y | +131.9% | +61.3% | +70.7% | +57.6% |
| 10Y | +481.0% | +324.8% | +156.2% | +144.1% |
| All | +481.0% | +332.5% | +148.5% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling