+639.3%
WCC vs JAAA
+30.3%
+609.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.8% |
| 7D | +9.9% | +0.1% | +9.8% | +9.6% |
| 30D | -8.4% | +0.4% | -8.9% | -9.5% |
| 3M | -10.3% | +1.2% | -11.5% | -13.2% |
| 6M | -10.5% | +2.3% | -12.8% | -15.9% |
| YTD | +32.2% | +4.0% | +28.2% | +18.9% |
| 1Y | +25.5% | +4.8% | +20.7% | +10.6% |
| 3Y | +134.7% | +18.4% | +116.3% | +67.0% |
| 5Y | +139.9% | +27.5% | +112.4% | +45.9% |
| All | +639.3% | +30.3% | +609.0% | +237.1% |
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