+94.6%
WAT vs JAAA
+29.4%
+65.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.5% |
| 7D | -0.3% | +0.1% | -0.3% | -0.4% |
| 30D | -1.9% | +0.5% | -2.4% | -2.8% |
| 3M | +13.5% | +1.3% | +12.2% | +11.1% |
| 6M | +37.2% | +2.8% | +34.5% | +30.9% |
| YTD | +7.5% | +3.3% | +4.2% | +1.8% |
| 1Y | +35.0% | +4.9% | +30.1% | +24.4% |
| 3Y | +55.1% | +19.0% | +36.1% | +26.9% |
| 5Y | -2.8% | +26.9% | -29.7% | -25.9% |
| All | +94.6% | +29.4% | +65.2% | +49.4% |
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 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