-4.1%
WAT vs JAAA
+26.7%
-30.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.4% |
| 7D | -1.8% | +0.1% | -1.9% | -2.0% |
| 30D | -1.7% | +0.5% | -2.1% | -2.5% |
| 3M | +9.1% | +1.2% | +7.8% | +6.5% |
| 6M | +32.4% | +2.7% | +29.7% | +25.8% |
| YTD | +6.6% | +3.2% | +3.4% | +0.4% |
| 1Y | +34.7% | +4.8% | +29.9% | +23.2% |
| 3Y | +53.6% | +19.0% | +34.6% | +22.4% |
| 5Y | -4.1% | +26.8% | -30.9% | -30.2% |
| All | -4.1% | +26.7% | -30.8% | -30.2% |
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 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