+590.9%
JPM vs WY
+7.6%
+583.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.6% |
| 7D | -0.7% | -4.2% | +3.5% | +1.2% |
| 30D | -2.5% | -10.1% | +7.6% | +2.1% |
| 3M | +14.1% | -8.5% | +22.6% | +18.0% |
| 6M | +25.1% | -3.3% | +28.4% | +25.8% |
| YTD | +12.1% | -4.4% | +16.5% | +12.8% |
| 1Y | +18.8% | -11.5% | +30.3% | +23.4% |
| 3Y | +163.4% | -24.3% | +187.7% | +186.7% |
| 5Y | +156.5% | -21.3% | +177.9% | +167.6% |
| All | +590.9% | +7.6% | +583.3% | +456.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling