+267.1%
GWW vs JAAA
+29.3%
+237.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -1.5% | +0.1% | -1.6% | -1.7% |
| 30D | +1.1% | +0.5% | +0.7% | +0.5% |
| 3M | -1.0% | +1.2% | -2.2% | -2.5% |
| 6M | +16.3% | +2.8% | +13.5% | +12.2% |
| YTD | +28.5% | +3.2% | +25.3% | +23.5% |
| 1Y | +30.3% | +4.8% | +25.4% | +22.7% |
| 3Y | +91.6% | +19.0% | +72.6% | +61.7% |
| 5Y | +224.0% | +26.8% | +197.1% | +154.8% |
| All | +267.1% | +29.3% | +237.8% | +164.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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