+135.3%
JPM vs WM
+61.9%
+73.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +3.5% | +3.2% | +0.3% | +2.7% |
| 30D | +3.3% | +13.0% | -9.8% | +0.1% |
| 3M | -4.2% | +9.2% | -13.4% | -6.4% |
| 6M | +16.4% | +13.6% | +2.8% | +12.1% |
| YTD | +9.5% | +12.4% | -2.9% | +5.3% |
| 1Y | +14.0% | +21.2% | -7.2% | +7.1% |
| 3Y | +153.1% | +48.7% | +104.4% | +117.6% |
| All | +135.3% | +61.9% | +73.4% | +95.6% |
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