+1,137.0%
JPM vs WU
-21.8%
+1,158.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.3% |
| 7D | +3.5% | -2.0% | +5.5% | +4.5% |
| 30D | +3.3% | +11.4% | -8.2% | -2.9% |
| 3M | -4.2% | -6.8% | +2.6% | -1.5% |
| 6M | +16.4% | -14.6% | +31.0% | +22.0% |
| YTD | +9.5% | -20.6% | +30.1% | +18.3% |
| 1Y | +14.0% | -15.4% | +29.4% | +18.6% |
| 3Y | +153.1% | -23.6% | +176.7% | +166.5% |
| 5Y | +134.9% | -43.4% | +178.3% | +181.3% |
| 10Y | +485.7% | -38.8% | +524.5% | +541.2% |
| All | +1,137.0% | -21.8% | +1,158.8% | +913.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling