+10,478.8%
JPM vs WST
+14,518.0%
-4,039.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.5% |
| 7D | -0.8% | -3.1% | +2.3% | +0.3% |
| 30D | +1.5% | +9.1% | -7.6% | -1.5% |
| 3M | -5.7% | +14.7% | -20.3% | -10.2% |
| 6M | +7.2% | +28.0% | -20.8% | -2.2% |
| YTD | +5.8% | +45.6% | -39.8% | -8.6% |
| 1Y | +8.8% | +45.7% | -36.9% | -6.1% |
| 3Y | +147.4% | +21.1% | +126.3% | +104.2% |
| 5Y | +125.3% | +0.3% | +125.0% | +91.0% |
| 10Y | +540.5% | +449.0% | +91.5% | +137.2% |
| All | +10,478.8% | +14,518.0% | -4,039.2% | +1,123.0% |
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