+124.4%
WAT vs JAAA
+30.2%
+94.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +0.7% | +0.1% | +0.6% | +0.5% |
| 30D | +9.0% | +0.4% | +8.6% | +8.2% |
| 3M | +13.5% | +1.2% | +12.3% | +11.2% |
| 6M | +35.3% | +2.3% | +32.9% | +29.9% |
| YTD | +24.0% | +4.0% | +20.0% | +16.0% |
| 1Y | +22.0% | +4.8% | +17.2% | +12.6% |
| 3Y | +84.0% | +18.5% | +65.5% | +50.0% |
| 5Y | +34.4% | +27.5% | +6.9% | +1.4% |
| All | +124.4% | +30.2% | +94.1% | +70.3% |
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