+14.0%
JPM vs WWD
+21.4%
-7.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +3.5% | +4.0% | -0.5% | +2.5% |
| 30D | +3.3% | +0.4% | +2.8% | +2.9% |
| 3M | -4.2% | -7.9% | +3.7% | -2.5% |
| 6M | +16.4% | -10.6% | +27.0% | +18.8% |
| YTD | +9.5% | +9.4% | +0.1% | +5.1% |
| 1Y | +14.0% | +25.7% | -11.7% | +5.2% |
| All | +14.0% | +21.4% | -7.4% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling