+152.8%
JPM vs WST
-25.8%
+178.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.4% |
| 7D | -0.4% | -0.3% | -0.1% | -0.4% |
| 30D | -1.1% | -4.6% | +3.5% | -0.6% |
| 3M | +14.1% | +5.7% | +8.4% | +13.2% |
| 6M | +23.3% | +37.6% | -14.3% | +18.2% |
| YTD | +11.3% | +23.0% | -11.8% | +7.9% |
| 1Y | +23.0% | +33.8% | -10.8% | +17.8% |
| 3Y | +162.6% | -13.4% | +175.9% | +158.3% |
| 5Y | +152.8% | -27.0% | +179.7% | +132.6% |
| All | +152.8% | -25.8% | +178.5% | +132.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling