+152.5%
JPM vs WTW
+42.0%
+110.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -0.7% | -5.7% | +5.0% | +1.5% |
| 30D | -2.5% | -7.3% | +4.8% | +0.2% |
| 3M | +14.1% | +21.5% | -7.3% | +5.4% |
| 6M | +25.1% | +9.6% | +15.5% | +19.4% |
| YTD | +12.1% | -3.3% | +15.4% | +12.4% |
| 1Y | +18.8% | -6.1% | +25.0% | +20.5% |
| 3Y | +163.4% | +61.8% | +101.6% | +100.3% |
| All | +152.5% | +42.0% | +110.5% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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