+585.7%
JPM vs WPM
+545.0%
+40.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | -0.2% |
| 7D | -2.3% | -3.6% | +1.3% | -2.2% |
| 30D | -2.3% | +12.5% | -14.8% | -2.9% |
| 3M | +14.9% | +40.6% | -25.7% | +13.0% |
| 6M | +23.6% | +0.5% | +23.1% | +23.1% |
| YTD | +11.3% | +29.0% | -17.8% | +9.6% |
| 1Y | +19.9% | +43.8% | -23.9% | +17.5% |
| 3Y | +162.6% | +266.3% | -103.7% | +149.3% |
| 5Y | +154.6% | +255.1% | -100.5% | +139.6% |
| All | +585.7% | +545.0% | +40.7% | +568.2% |
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