+479.1%
JPM vs WST
+446.4%
+32.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +1.2% | +1.4% | -0.2% | +1.0% |
| 30D | +2.7% | +12.7% | -10.0% | +0.7% |
| 3M | -4.5% | +17.2% | -21.6% | -7.0% |
| 6M | +14.3% | +26.7% | -12.4% | +9.5% |
| YTD | +8.2% | +50.3% | -42.1% | +0.2% |
| 1Y | +10.0% | +50.2% | -40.2% | +1.8% |
| 3Y | +149.0% | +21.7% | +127.2% | +127.3% |
| 5Y | +131.0% | +2.0% | +129.0% | +114.3% |
| 10Y | +479.1% | +451.1% | +28.0% | +226.3% |
| All | +479.1% | +446.4% | +32.7% | +226.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling