+21.4%
JPM vs WST
+33.7%
-12.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | -0.4% | -1.7% | +1.2% | -0.3% |
| 30D | -1.4% | -4.3% | +2.9% | -1.1% |
| 3M | +13.9% | +0.7% | +13.2% | +13.7% |
| 6M | +23.5% | +36.0% | -12.5% | +18.4% |
| YTD | +11.6% | +22.7% | -11.1% | +7.3% |
| 1Y | +21.4% | +34.1% | -12.7% | +15.5% |
| All | +21.4% | +33.7% | -12.4% | +15.5% |
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