+10,478.8%
JPM vs WMB
+4,805.5%
+5,673.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | -0.8% | -13.8% | +13.1% | +2.8% |
| 30D | +1.5% | -10.3% | +11.8% | +4.0% |
| 3M | -5.7% | -10.1% | +4.4% | -3.5% |
| 6M | +7.2% | -11.8% | +19.1% | +9.9% |
| YTD | +5.8% | +8.9% | -3.1% | +2.5% |
| 1Y | +8.8% | +14.0% | -5.2% | +4.2% |
| 3Y | +147.4% | +100.5% | +46.9% | +104.5% |
| 5Y | +125.3% | +179.5% | -54.2% | +70.4% |
| 10Y | +540.5% | +272.7% | +267.8% | +339.9% |
| All | +10,478.8% | +4,805.5% | +5,673.2% | +2,617.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling