+40.9%
NWSA vs JAAA
+26.8%
+14.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -4.8% | +0.1% | -4.8% | -4.9% |
| 30D | +3.0% | +0.4% | +2.5% | +2.4% |
| 3M | +9.3% | +1.2% | +8.1% | +7.6% |
| 6M | +23.2% | +2.7% | +20.5% | +19.1% |
| YTD | +13.3% | +3.2% | +10.2% | +8.8% |
| 1Y | +2.9% | +4.8% | -1.9% | -3.3% |
| 3Y | +43.3% | +19.0% | +24.4% | +26.3% |
| 5Y | +40.9% | +26.8% | +14.1% | +21.8% |
| All | +40.9% | +26.8% | +14.1% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling