+11,024.8%
JPM vs WY
+676.8%
+10,348.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.7% |
| 7D | -0.4% | -2.1% | +1.7% | +0.6% |
| 30D | -1.1% | -10.5% | +9.4% | +4.4% |
| 3M | +14.1% | -4.9% | +19.0% | +16.2% |
| 6M | +23.3% | -4.9% | +28.2% | +25.1% |
| YTD | +11.3% | -1.7% | +12.9% | +10.5% |
| 1Y | +23.0% | -9.4% | +32.4% | +26.7% |
| 3Y | +162.6% | -22.3% | +184.9% | +184.1% |
| 5Y | +152.8% | -20.5% | +173.3% | +163.3% |
| 10Y | +583.6% | +4.9% | +578.7% | +456.1% |
| All | +11,024.8% | +676.8% | +10,348.0% | +2,766.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling