+125.3%
NWSA vs JAAA
+29.4%
+95.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | +3.0% | +0.5% | +2.5% | +2.3% |
| 3M | +12.3% | +1.3% | +11.0% | +10.4% |
| 6M | +21.9% | +2.8% | +19.1% | +17.4% |
| YTD | +13.6% | +3.3% | +10.3% | +8.7% |
| 1Y | +0.5% | +4.9% | -4.4% | -5.9% |
| 3Y | +43.8% | +19.0% | +24.8% | +23.5% |
| 5Y | +41.2% | +26.9% | +14.3% | +16.4% |
| All | +125.3% | +29.4% | +95.9% | +62.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling