+1,577.5%
JPM vs WTW
+1,094.8%
+482.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +2.3% |
| 7D | -0.4% | -7.1% | +6.7% | +3.6% |
| 30D | -1.4% | -8.5% | +7.1% | +3.3% |
| 3M | +13.9% | +20.6% | -6.6% | +2.0% |
| 6M | +23.5% | +7.2% | +16.3% | +16.6% |
| YTD | +11.6% | -3.9% | +15.5% | +11.1% |
| 1Y | +21.4% | -3.6% | +25.0% | +20.1% |
| 3Y | +163.4% | +60.7% | +102.8% | +90.9% |
| 5Y | +152.5% | +42.2% | +110.4% | +93.4% |
| 10Y | +592.1% | +195.5% | +396.7% | +236.3% |
| All | +1,577.5% | +1,094.8% | +482.6% | +409.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling