+222.3%
WAB vs JAAA
+26.8%
+195.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | 0.0% |
| 7D | -0.2% | +0.1% | -0.3% | -0.4% |
| 30D | -5.9% | +0.4% | -6.3% | -6.7% |
| 3M | +9.4% | +1.2% | +8.2% | +6.7% |
| 6M | +13.8% | +2.7% | +11.2% | +8.0% |
| YTD | +31.8% | +3.2% | +28.6% | +23.8% |
| 1Y | +48.5% | +4.8% | +43.7% | +35.4% |
| 3Y | +167.0% | +19.0% | +148.0% | +116.7% |
| 5Y | +222.3% | +26.8% | +195.5% | +145.4% |
| All | +222.3% | +26.8% | +195.5% | +145.4% |
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