+11,186.3%
JPM vs WM
+26,336.4%
-15,150.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | -0.2% | -2.4% | +2.2% | +0.5% |
| 3M | +15.9% | +0.4% | +15.5% | +15.5% |
| 6M | +20.9% | -9.5% | +30.4% | +23.7% |
| YTD | +12.9% | +0.5% | +12.4% | +12.1% |
| 1Y | +20.3% | -1.1% | +21.4% | +19.8% |
| 3Y | +160.9% | +46.0% | +114.9% | +132.2% |
| 5Y | +154.8% | +51.8% | +103.0% | +123.4% |
| 10Y | +591.1% | +307.5% | +283.6% | +377.9% |
| All | +11,186.3% | +26,336.4% | -15,150.1% | +5,624.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling