+585.7%
JPM vs WU
-39.5%
+625.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -2.3% | -5.0% | +2.6% | -0.3% |
| 30D | -2.3% | -2.3% | -0.1% | -1.6% |
| 3M | +14.9% | -3.2% | +18.1% | +13.9% |
| 6M | +23.6% | -25.0% | +48.7% | +36.4% |
| YTD | +11.3% | -21.7% | +32.9% | +20.0% |
| 1Y | +19.9% | -9.0% | +28.8% | +19.7% |
| 3Y | +162.6% | -28.9% | +191.5% | +185.0% |
| 5Y | +154.6% | -51.0% | +205.7% | +228.9% |
| All | +585.7% | -39.5% | +625.1% | +691.9% |
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