+135.3%
JPM vs WSM
+163.9%
-28.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.3% |
| 3M | -4.2% | +5.1% | -9.3% | -5.1% |
| 6M | +16.4% | +48.6% | -32.2% | +8.0% |
| YTD | +9.5% | +44.2% | -34.7% | +2.2% |
| 1Y | +14.0% | +38.1% | -24.1% | +7.1% |
| 3Y | +153.1% | +257.2% | -104.1% | +92.6% |
| All | +135.3% | +163.9% | -28.6% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling