+8,919.3%
WMT vs JPM
+11,071.4%
-2,152.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.7% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | -5.0% | -1.1% | -3.8% | -4.7% |
| 3M | -11.3% | +14.1% | -25.4% | -14.0% |
| 6M | -13.8% | +23.3% | -37.1% | -17.9% |
| YTD | -4.2% | +11.3% | -15.5% | -6.9% |
| 1Y | +4.6% | +23.0% | -18.4% | -0.8% |
| 3Y | +100.5% | +162.6% | -62.1% | +59.1% |
| 5Y | +129.7% | +152.8% | -23.1% | +81.4% |
| 10Y | +423.4% | +583.6% | -160.2% | +216.1% |
| All | +8,919.3% | +11,071.4% | -2,152.1% | +2,019.5% |
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 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