+587.8%
WDC vs JPM
+131.9%
+455.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.4% | +8.0% | +8.1% |
| 7D | -3.2% | -2.5% | -0.8% | -0.9% |
| 30D | -19.0% | +2.7% | -21.7% | -20.4% |
| 3M | -28.4% | -4.7% | -23.8% | -26.1% |
| 6M | -39.2% | +15.6% | -54.8% | -45.5% |
| YTD | +82.1% | +8.6% | +73.4% | +70.7% |
| 1Y | +84.7% | +10.9% | +73.8% | +70.4% |
| 3Y | +825.6% | +149.9% | +675.7% | +373.6% |
| All | +587.8% | +131.9% | +455.9% | +254.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling