+428.1%
WMT vs JPM
+600.5%
-172.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +1.2% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | -7.4% | -2.5% | -5.0% | -6.9% |
| 3M | -10.9% | +14.1% | -25.0% | -13.2% |
| 6M | -12.7% | +25.1% | -37.8% | -16.5% |
| YTD | -3.2% | +12.1% | -15.3% | -5.7% |
| 1Y | +5.3% | +18.8% | -13.6% | +1.2% |
| 3Y | +101.9% | +163.4% | -61.6% | +65.1% |
| 5Y | +134.6% | +156.5% | -22.0% | +90.5% |
| All | +428.1% | +600.5% | -172.4% | +247.9% |
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