+7,210.9%
JPM vs WWD
+14,675.7%
-7,464.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +3.5% | +4.0% | -0.5% | +1.8% |
| 30D | +3.3% | +0.4% | +2.8% | +2.7% |
| 3M | -4.2% | -7.9% | +3.7% | -1.6% |
| 6M | +16.4% | -10.6% | +27.0% | +20.2% |
| YTD | +9.5% | +9.4% | +0.1% | +2.8% |
| 1Y | +14.0% | +25.7% | -11.7% | +0.7% |
| 3Y | +153.1% | +148.5% | +4.5% | +64.1% |
| 5Y | +134.9% | +189.5% | -54.6% | +39.0% |
| 10Y | +485.7% | +451.8% | +34.0% | +151.2% |
| All | +7,210.9% | +14,675.7% | -7,464.8% | +1,393.7% |
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