+16.1%
JPM vs WU
-18.0%
+34.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.4% | -1.3% | +3.6% |
| 7D | +3.8% | +8.2% | -4.4% | +2.9% |
| 30D | +6.5% | +8.0% | -1.6% | +5.5% |
| 3M | -1.0% | -6.6% | +5.6% | -0.6% |
| 6M | +15.5% | -23.3% | +38.8% | +19.5% |
| YTD | +11.4% | -22.4% | +33.8% | +14.9% |
| 1Y | +16.1% | -18.0% | +34.0% | +18.5% |
| All | +16.1% | -18.0% | +34.0% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1y: compounded portfolio wealth divided by compounded WU 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…
1y analysis · Full analysis span regression · 6 months rolling