+154.6%
JPM vs WWD
+187.1%
-32.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | +0.1% |
| 7D | -2.3% | -2.9% | +0.5% | -1.5% |
| 30D | -2.3% | -6.6% | +4.3% | -0.3% |
| 3M | +14.9% | -9.3% | +24.2% | +17.9% |
| 6M | +23.6% | -13.6% | +37.2% | +28.2% |
| YTD | +11.3% | +10.4% | +0.9% | +5.9% |
| 1Y | +19.9% | +39.9% | -20.0% | +4.9% |
| 3Y | +162.6% | +165.0% | -2.5% | +80.5% |
| 5Y | +154.6% | +183.8% | -29.2% | +63.0% |
| All | +154.6% | +187.1% | -32.5% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling