+583.6%
JPM vs WST
+321.8%
+261.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.3% |
| 7D | -0.4% | -0.3% | -0.1% | -0.4% |
| 30D | -1.1% | -4.6% | +3.5% | -0.4% |
| 3M | +14.1% | +5.7% | +8.4% | +12.9% |
| 6M | +23.3% | +37.6% | -14.3% | +16.1% |
| YTD | +11.3% | +23.0% | -11.8% | +6.6% |
| 1Y | +23.0% | +33.8% | -10.8% | +15.7% |
| 3Y | +162.6% | -13.4% | +175.9% | +156.5% |
| 5Y | +152.8% | -27.0% | +179.7% | +151.2% |
| 10Y | +583.6% | +324.5% | +259.1% | +291.9% |
| All | +583.6% | +321.8% | +261.8% | +291.9% |
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