+10,848.8%
JPM vs WSM
+38,954.9%
-28,106.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.6% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | +3.3% | +5.1% | -1.8% | +1.9% |
| 3M | -4.2% | +5.1% | -9.3% | -5.6% |
| 6M | +16.4% | +48.6% | -32.2% | +4.7% |
| YTD | +9.5% | +44.2% | -34.7% | -1.0% |
| 1Y | +14.0% | +38.1% | -24.1% | +4.1% |
| 3Y | +153.1% | +257.2% | -104.1% | +71.7% |
| 5Y | +134.9% | +165.1% | -30.2% | +64.4% |
| 10Y | +485.7% | +1,123.6% | -637.8% | +149.1% |
| All | +10,848.8% | +38,954.9% | -28,106.1% | +1,888.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling