+11,186.3%
JPM vs WST
+12,330.1%
-1,143.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +0.3% | +0.7% | -0.5% | 0.0% |
| 30D | -0.2% | -3.1% | +3.0% | +0.9% |
| 3M | +15.9% | +7.2% | +8.7% | +12.7% |
| 6M | +20.9% | +36.8% | -15.9% | +7.3% |
| YTD | +12.9% | +23.8% | -11.0% | +3.3% |
| 1Y | +20.3% | +37.8% | -17.5% | +5.2% |
| 3Y | +160.9% | -15.9% | +176.8% | +146.7% |
| 5Y | +154.8% | -25.8% | +180.7% | +141.7% |
| 10Y | +591.1% | +319.6% | +271.5% | +183.3% |
| All | +11,186.3% | +12,330.1% | -1,143.9% | +1,281.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling