+726.3%
WCC vs JAAA
+29.3%
+697.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +8.5% | +0.1% | +8.4% | +8.2% |
| 30D | -1.0% | +0.5% | -1.4% | -2.2% |
| 3M | +2.1% | +1.2% | +0.9% | -1.2% |
| 6M | +36.8% | +2.8% | +34.0% | +26.8% |
| YTD | +47.7% | +3.2% | +44.5% | +35.8% |
| 1Y | +66.5% | +4.8% | +61.7% | +46.9% |
| 3Y | +134.2% | +19.0% | +115.2% | +67.4% |
| 5Y | +231.6% | +26.8% | +204.8% | +103.6% |
| All | +726.3% | +29.3% | +697.0% | +285.0% |
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