+113.2%
WDC vs JAAA
+4.8%
+108.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | 0.0% | -6.8% | -6.8% |
| 7D | -18.3% | +0.2% | -18.5% | -19.3% |
| 30D | -26.7% | +0.4% | -27.1% | -29.3% |
| 3M | -40.9% | +1.2% | -42.2% | -47.1% |
| 6M | -26.8% | +2.3% | -29.1% | -43.4% |
| YTD | +88.2% | +3.9% | +84.3% | +15.3% |
| 1Y | +113.2% | +4.8% | +108.4% | -4.5% |
| All | +113.2% | +4.8% | +108.4% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling