+1,394.6%
WDC vs JPM
+161.8%
+1,232.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | +7.5% | -0.4% | +7.9% | +7.7% |
| 30D | +10.1% | -1.4% | +11.5% | +10.9% |
| 3M | -6.8% | +13.9% | -20.8% | -14.8% |
| 6M | +84.1% | +23.5% | +60.6% | +58.8% |
| YTD | +180.3% | +11.6% | +168.6% | +158.7% |
| 1Y | +411.1% | +21.4% | +389.7% | +344.6% |
| All | +1,394.6% | +161.8% | +1,232.8% | +802.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling