+152.7%
JPM vs WMB
+110.9%
+41.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.4% | +1.3% |
| 7D | +0.4% | -6.7% | +7.1% | +2.1% |
| 30D | +2.7% | -8.6% | +11.3% | +4.8% |
| 3M | -3.8% | -4.9% | +1.1% | -3.2% |
| 6M | +14.3% | -6.3% | +20.6% | +14.9% |
| YTD | +8.2% | +13.0% | -4.8% | +0.8% |
| 1Y | +11.0% | +14.9% | -4.0% | +2.6% |
| 3Y | +152.7% | +113.4% | +39.3% | +82.0% |
| All | +152.7% | +110.9% | +41.8% | +82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling