+154.6%
JPM vs WSM
+171.2%
-16.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | 0.0% |
| 7D | -2.3% | +0.4% | -2.8% | -2.4% |
| 30D | -2.3% | -10.7% | +8.4% | -0.4% |
| 3M | +14.9% | +8.5% | +6.4% | +13.0% |
| 6M | +23.6% | +19.6% | +4.0% | +19.3% |
| YTD | +11.3% | +26.6% | -15.3% | +6.4% |
| 1Y | +19.9% | +12.0% | +7.9% | +16.7% |
| 3Y | +162.6% | +226.6% | -64.1% | +102.9% |
| 5Y | +154.6% | +174.1% | -19.5% | +92.4% |
| All | +154.6% | +171.2% | -16.6% | +92.4% |
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 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