+417.4%
WDC vs JPM
+21.8%
+395.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.9% | +6.8% | +6.5% |
| 7D | +1.7% | +0.3% | +1.5% | +1.5% |
| 30D | -10.0% | -0.2% | -9.8% | -9.9% |
| 3M | -18.8% | +15.9% | -34.6% | -26.3% |
| 6M | +79.0% | +20.9% | +58.1% | +56.6% |
| YTD | +171.6% | +12.9% | +158.7% | +148.3% |
| 1Y | +417.4% | +20.3% | +397.1% | +369.5% |
| All | +417.4% | +21.8% | +395.6% | +369.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 1y: compounded portfolio wealth divided by compounded JPM 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…
1y analysis · Full analysis span regression · 6 months rolling