+465.0%
JPM vs WU
-38.9%
+503.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.5% |
| 7D | +3.5% | -2.0% | +5.5% | +4.3% |
| 30D | +3.3% | +11.4% | -8.2% | -1.5% |
| 3M | -4.2% | -6.8% | +2.6% | -2.1% |
| 6M | +16.4% | -14.6% | +31.0% | +21.1% |
| YTD | +9.5% | -20.6% | +30.1% | +16.9% |
| 1Y | +14.0% | -15.4% | +29.4% | +18.0% |
| 3Y | +153.1% | -23.6% | +176.7% | +165.3% |
| 5Y | +134.9% | -43.4% | +178.3% | +179.3% |
| All | +465.0% | -38.9% | +503.9% | +547.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling