+770.0%
WDC vs JAAA
+18.5%
+751.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -5.3% |
| 7D | +12.1% | +0.1% | +12.0% | +11.2% |
| 30D | -18.8% | +0.4% | -19.2% | -21.5% |
| 3M | -39.3% | +1.2% | -40.5% | -44.7% |
| 6M | -40.1% | +2.3% | -42.4% | -50.0% |
| YTD | +71.8% | +4.0% | +67.8% | +26.2% |
| 1Y | +88.5% | +4.8% | +83.6% | +30.3% |
| 3Y | +770.0% | +18.4% | +751.6% | +366.4% |
| All | +770.0% | +18.5% | +751.5% | +366.4% |
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