+642.9%
WDC vs JPM
+481.5%
+161.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.0% | -6.0% | -5.7% |
| 7D | +12.1% | +3.5% | +8.6% | +9.3% |
| 30D | -18.8% | +3.3% | -22.1% | -20.6% |
| 3M | -39.3% | -4.2% | -35.1% | -37.5% |
| 6M | -40.1% | +16.4% | -56.5% | -46.9% |
| YTD | +71.8% | +9.5% | +62.3% | +59.3% |
| 1Y | +88.5% | +14.0% | +74.5% | +69.3% |
| 3Y | +770.0% | +153.1% | +616.9% | +317.8% |
| 5Y | +549.0% | +134.9% | +414.2% | +224.6% |
| All | +642.9% | +481.5% | +161.4% | +135.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling