+11,931.6%
WDC vs JPM
+10,805.7%
+1,125.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.4% | +8.0% | +8.1% |
| 7D | -3.2% | -2.5% | -0.8% | -1.6% |
| 30D | -19.0% | +2.7% | -21.7% | -20.0% |
| 3M | -28.4% | -4.7% | -23.8% | -26.8% |
| 6M | -39.2% | +15.6% | -54.8% | -43.6% |
| YTD | +82.1% | +8.6% | +73.4% | +74.6% |
| 1Y | +84.7% | +10.9% | +73.8% | +75.3% |
| 3Y | +825.6% | +149.9% | +675.7% | +489.8% |
| 5Y | +608.2% | +131.9% | +476.2% | +366.6% |
| 10Y | +695.1% | +481.0% | +214.1% | +247.3% |
| All | +11,931.6% | +10,805.7% | +1,125.9% | +1,288.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling