+125.8%
NWSA vs JAAA
+29.3%
+96.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | +3.9% | +0.5% | +3.5% | +3.3% |
| 3M | +8.9% | +1.2% | +7.6% | +7.1% |
| 6M | +21.2% | +2.7% | +18.4% | +16.8% |
| YTD | +13.8% | +3.2% | +10.6% | +9.0% |
| 1Y | +1.4% | +4.8% | -3.4% | -4.9% |
| 3Y | +44.0% | +19.0% | +25.0% | +23.7% |
| 5Y | +40.5% | +26.8% | +13.7% | +16.0% |
| All | +125.8% | +29.3% | +96.5% | +62.7% |
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