+20.3%
JPM vs WST
+37.6%
-17.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | +0.3% | +0.7% | -0.5% | +0.2% |
| 30D | -0.2% | -3.1% | +3.0% | +0.1% |
| 3M | +15.9% | +7.2% | +8.7% | +14.9% |
| 6M | +20.9% | +36.8% | -15.9% | +16.1% |
| YTD | +12.9% | +23.8% | -11.0% | +8.5% |
| 1Y | +20.3% | +37.8% | -17.5% | +15.3% |
| All | +20.3% | +37.6% | -17.3% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1y: compounded portfolio wealth divided by compounded WST 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…
1y analysis · Full analysis span regression · 6 months rolling