+153.1%
JPM vs WPM
+214.5%
-61.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.2% | +1.0% |
| 7D | +3.5% | -3.6% | +7.1% | +3.8% |
| 30D | +3.3% | +1.4% | +1.8% | +2.9% |
| 3M | -4.2% | -0.2% | -4.0% | -4.6% |
| 6M | +16.4% | -7.3% | +23.7% | +16.1% |
| YTD | +9.5% | +12.3% | -2.8% | +6.9% |
| 1Y | +14.0% | +24.9% | -10.9% | +10.4% |
| 3Y | +153.1% | +210.4% | -57.3% | +129.8% |
| All | +153.1% | +214.5% | -61.4% | +129.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling