+124.0%
JPM vs WM
+59.1%
+64.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.2% | -0.3% |
| 7D | -0.8% | +1.2% | -2.0% | -1.0% |
| 30D | +1.5% | +13.1% | -11.6% | -1.7% |
| 3M | -5.7% | +3.6% | -9.3% | -6.6% |
| 6M | +7.2% | +8.1% | -0.8% | +4.6% |
| YTD | +5.8% | +8.9% | -3.1% | +2.5% |
| 1Y | +8.8% | +20.3% | -11.6% | +2.2% |
| 3Y | +147.4% | +46.2% | +101.2% | +113.3% |
| All | +124.0% | +59.1% | +64.9% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling