+16.1%
JPM vs WSM
+44.0%
-27.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.5% | -2.3% | +2.4% |
| 7D | +3.8% | +8.0% | -4.2% | +1.7% |
| 30D | +6.5% | +13.5% | -7.0% | +3.0% |
| 3M | -1.0% | +8.8% | -9.9% | -3.2% |
| 6M | +15.5% | +54.7% | -39.2% | +0.7% |
| YTD | +11.4% | +53.3% | -41.9% | -1.1% |
| 1Y | +16.1% | +41.1% | -25.1% | +4.7% |
| All | +16.1% | +44.0% | -27.9% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling