+1,352.9%
WDC vs JAAA
+29.4%
+1,323.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.2% |
| 7D | -4.3% | +0.1% | -4.4% | -4.5% |
| 30D | -1.5% | +0.5% | -2.0% | -2.9% |
| 3M | -15.5% | +1.3% | -16.8% | -18.5% |
| 6M | +66.5% | +2.8% | +63.7% | +54.0% |
| YTD | +159.9% | +3.3% | +156.6% | +137.7% |
| 1Y | +366.0% | +4.9% | +361.0% | +309.5% |
| 3Y | +1,285.8% | +19.0% | +1,266.9% | +978.0% |
| 5Y | +925.6% | +26.9% | +898.7% | +669.3% |
| All | +1,352.9% | +29.4% | +1,323.5% | +895.1% |
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