+1,228.2%
WDC vs JPM
+595.2%
+633.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.2% |
| 7D | +4.4% | -2.3% | +6.8% | +6.2% |
| 30D | +5.3% | -2.3% | +7.6% | +7.0% |
| 3M | -5.9% | +14.9% | -20.8% | -15.4% |
| 6M | +73.2% | +23.6% | +49.6% | +46.9% |
| YTD | +167.8% | +11.3% | +156.6% | +145.8% |
| 1Y | +386.0% | +19.9% | +366.1% | +320.3% |
| 3Y | +1,309.7% | +162.6% | +1,147.1% | +561.9% |
| 5Y | +957.1% | +154.6% | +802.5% | +399.3% |
| All | +1,228.2% | +595.2% | +633.0% | +283.0% |
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