+5.3%
WMT vs JPM
+20.5%
-15.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +1.4% |
| 7D | 0.0% | -0.7% | +0.7% | 0.0% |
| 30D | -7.4% | -2.5% | -5.0% | -7.6% |
| 3M | -10.9% | +14.1% | -25.0% | -10.2% |
| 6M | -12.7% | +25.1% | -37.8% | -11.6% |
| YTD | -3.2% | +12.1% | -15.3% | -3.0% |
| 1Y | +5.3% | +18.8% | -13.6% | +6.3% |
| All | +5.3% | +20.5% | -15.3% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling