+7,436.2%
JPM vs WWD
+15,408.5%
-7,972.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.4% |
| 7D | +0.3% | +1.3% | -1.0% | -0.2% |
| 30D | -0.2% | -7.2% | +7.0% | +2.7% |
| 3M | +15.9% | -3.8% | +19.7% | +16.8% |
| 6M | +20.9% | -9.9% | +30.9% | +24.4% |
| YTD | +12.9% | +14.8% | -1.9% | +4.5% |
| 1Y | +20.3% | +42.1% | -21.8% | +1.4% |
| 3Y | +160.9% | +170.8% | -9.9% | +64.0% |
| 5Y | +154.8% | +197.5% | -42.7% | +49.6% |
| 10Y | +591.1% | +477.8% | +113.3% | +192.1% |
| All | +7,436.2% | +15,408.5% | -7,972.3% | +1,417.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling