+10,568.9%
JPM vs WM
+29,154.7%
-18,585.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.2% | -5.4% | -4.5% |
| 7D | -1.8% | +4.5% | -6.3% | -3.0% |
| 30D | +1.8% | +16.1% | -14.2% | -2.3% |
| 3M | -5.6% | +8.0% | -13.7% | -7.7% |
| 6M | +10.1% | +8.4% | +1.7% | +7.2% |
| YTD | +6.7% | +11.2% | -4.5% | +3.0% |
| 1Y | +10.3% | +22.3% | -12.0% | +3.7% |
| 3Y | +151.4% | +50.2% | +101.2% | +121.9% |
| 5Y | +127.3% | +63.3% | +64.0% | +95.1% |
| 10Y | +546.0% | +355.0% | +191.0% | +333.3% |
| All | +10,568.9% | +29,154.7% | -18,585.8% | +5,157.8% |
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