+479.1%
JPM vs WMB
+265.8%
+213.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.7% |
| 7D | +1.2% | -6.9% | +8.1% | +4.2% |
| 30D | +2.7% | -7.2% | +9.9% | +5.5% |
| 3M | -4.5% | -5.4% | +1.0% | -2.9% |
| 6M | +14.3% | -4.9% | +19.2% | +15.1% |
| YTD | +8.2% | +14.7% | -6.5% | -0.8% |
| 1Y | +10.0% | +14.7% | -4.7% | +0.7% |
| 3Y | +149.0% | +116.4% | +32.6% | +65.1% |
| 5Y | +131.0% | +198.5% | -67.5% | +28.4% |
| 10Y | +479.1% | +266.3% | +212.8% | +155.3% |
| All | +479.1% | +265.8% | +213.3% | +155.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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