+153.1%
JPM vs WSM
+260.3%
-107.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.7% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | +3.3% | +5.1% | -1.8% | +2.5% |
| 3M | -4.2% | +5.1% | -9.3% | -5.0% |
| 6M | +16.4% | +48.6% | -32.2% | +9.2% |
| YTD | +9.5% | +44.2% | -34.7% | +3.4% |
| 1Y | +14.0% | +38.1% | -24.1% | +8.2% |
| 3Y | +153.1% | +257.2% | -104.1% | +116.6% |
| All | +153.1% | +260.3% | -107.2% | +116.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling