+155.5%
JPM vs WU
-51.2%
+206.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | -0.4% | -4.9% | +4.5% | +0.9% |
| 30D | -1.4% | -1.3% | -0.1% | -1.2% |
| 3M | +13.9% | -3.6% | +17.5% | +13.5% |
| 6M | +23.5% | -24.3% | +47.9% | +31.7% |
| YTD | +11.6% | -21.1% | +32.7% | +17.4% |
| 1Y | +21.4% | -10.3% | +31.7% | +22.0% |
| 3Y | +163.4% | -28.4% | +191.8% | +179.4% |
| All | +155.5% | -51.2% | +206.7% | +210.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling