+590.9%
JPM vs WSM
+1,071.8%
-480.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.5% |
| 7D | -0.7% | -0.5% | -0.1% | -0.6% |
| 30D | -2.5% | -7.7% | +5.3% | -0.8% |
| 3M | +14.1% | +3.8% | +10.4% | +13.0% |
| 6M | +25.1% | +22.7% | +2.4% | +19.1% |
| YTD | +12.1% | +28.0% | -15.9% | +5.6% |
| 1Y | +18.8% | +12.7% | +6.1% | +14.7% |
| 3Y | +163.4% | +231.3% | -67.9% | +89.0% |
| 5Y | +156.5% | +177.2% | -20.6% | +84.4% |
| All | +590.9% | +1,071.8% | -480.9% | +190.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling