-18.7%
WDAY vs JAAA
+29.3%
-48.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -10.5% | +0.1% | -10.6% | -10.7% |
| 30D | +2.1% | +0.4% | +1.7% | +1.5% |
| 3M | +34.6% | +1.2% | +33.4% | +32.5% |
| 6M | +29.9% | +2.7% | +27.2% | +25.6% |
| YTD | -13.8% | +3.2% | -17.0% | -17.2% |
| 1Y | -18.3% | +4.8% | -23.1% | -22.9% |
| 3Y | -26.2% | +19.0% | -45.1% | -34.0% |
| 5Y | -30.8% | +26.8% | -57.6% | -39.3% |
| All | -18.7% | +29.3% | -48.0% | -34.9% |
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