+465.0%
JPM vs WPM
+749.7%
-284.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.2% | +1.0% |
| 7D | +3.5% | -3.6% | +7.1% | +3.7% |
| 30D | +3.3% | +1.4% | +1.8% | +3.1% |
| 3M | -4.2% | -0.2% | -4.0% | -4.4% |
| 6M | +16.4% | -7.3% | +23.7% | +16.3% |
| YTD | +9.5% | +12.3% | -2.8% | +8.2% |
| 1Y | +14.0% | +24.9% | -10.9% | +12.1% |
| 3Y | +153.1% | +210.4% | -57.3% | +139.0% |
| 5Y | +134.9% | +210.4% | -75.5% | +119.2% |
| All | +465.0% | +749.7% | -284.7% | +457.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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