+11,024.8%
JPM vs WSM
+34,818.5%
-23,793.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -0.4% | +2.6% | -3.0% | -1.1% |
| 30D | -1.1% | -9.5% | +8.4% | +1.3% |
| 3M | +14.1% | +12.9% | +1.3% | +10.4% |
| 6M | +23.3% | +23.0% | +0.3% | +16.4% |
| YTD | +11.3% | +28.9% | -17.6% | +3.6% |
| 1Y | +23.0% | +13.7% | +9.3% | +17.9% |
| 3Y | +162.6% | +232.6% | -70.1% | +81.0% |
| 5Y | +152.8% | +185.9% | -33.1% | +73.1% |
| 10Y | +583.6% | +998.6% | -415.0% | +199.0% |
| All | +11,024.8% | +34,818.5% | -23,793.7% | +1,981.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling