+7,151.8%
JPM vs WWD
+15,065.0%
-7,913.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.1% |
| 7D | -2.5% | +3.7% | -6.2% | -4.0% |
| 30D | +2.7% | +1.8% | +0.9% | +1.6% |
| 3M | -4.7% | -5.0% | +0.3% | -3.3% |
| 6M | +15.6% | -8.4% | +24.0% | +18.1% |
| YTD | +8.6% | +12.3% | -3.7% | +1.0% |
| 1Y | +10.9% | +26.2% | -15.4% | -2.2% |
| 3Y | +149.9% | +154.6% | -4.7% | +60.5% |
| 5Y | +131.9% | +195.3% | -63.3% | +36.2% |
| 10Y | +481.0% | +466.3% | +14.7% | +146.6% |
| All | +7,151.8% | +15,065.0% | -7,913.2% | +1,366.3% |
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