+1,175.1%
JPM vs WU
-19.6%
+1,194.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.4% |
| 7D | +0.3% | -0.8% | +1.1% | +0.7% |
| 30D | -0.2% | -1.1% | +0.9% | +0.2% |
| 3M | +15.9% | -3.9% | +19.7% | +15.1% |
| 6M | +20.9% | -20.7% | +41.6% | +32.3% |
| YTD | +12.9% | -18.4% | +31.2% | +21.1% |
| 1Y | +20.3% | -8.1% | +28.4% | +19.4% |
| 3Y | +160.9% | -24.2% | +185.1% | +176.9% |
| 5Y | +154.8% | -50.4% | +205.3% | +232.6% |
| 10Y | +591.1% | -40.0% | +631.1% | +671.9% |
| All | +1,175.1% | -19.6% | +1,194.7% | +938.6% |
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