-31.1%
WDAY vs JAAA
+26.7%
-57.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -7.4% | +0.1% | -7.5% | -7.5% |
| 30D | +1.0% | +0.5% | +0.6% | +0.4% |
| 3M | +32.7% | +1.2% | +31.4% | +30.6% |
| 6M | +25.6% | +2.7% | +22.9% | +21.5% |
| YTD | -13.4% | +3.2% | -16.6% | -16.6% |
| 1Y | -19.4% | +4.8% | -24.2% | -23.7% |
| 3Y | -25.8% | +19.0% | -44.8% | -31.5% |
| 5Y | -31.1% | +26.8% | -57.9% | -39.5% |
| All | -31.1% | +26.7% | -57.8% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling