-26.2%
WDAY vs JAAA
+18.9%
-45.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.2% |
| 7D | -7.4% | +0.1% | -7.5% | -7.8% |
| 30D | +1.0% | +0.5% | +0.6% | -0.9% |
| 3M | +32.7% | +1.2% | +31.4% | +25.9% |
| 6M | +25.6% | +2.7% | +22.9% | +12.2% |
| YTD | -13.4% | +3.2% | -16.6% | -24.0% |
| 1Y | -19.4% | +4.8% | -24.2% | -33.7% |
| All | -26.2% | +18.9% | -45.2% | -58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling